Episodic nonlinear event detection in the Turkish exchange rate market
Mustafa Ercan Kiliç and Hakan Kara
| Year of publication: |
2014
|
|---|---|
| Authors: | Kiliç, Mustafa Ercan ; Kara, Hakan |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 1, p. 95-100
|
| Subject: | Exchange rate | Bi-correlation | Nonlinearity | Market efficiency | Wechselkurs | Türkei | Turkey | Effizienzmarkthypothese | Efficient market hypothesis | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | US-Dollar | US dollar | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Devisenmarkt | Foreign exchange market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010392592