Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
| Year of publication: |
2001
|
|---|---|
| Authors: | Harris, Richard D. F. ; Kucukozmen, C. Coskun |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 134.2001, 3, p. 481-492
|
| Publisher: |
Elsevier |