Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
| Year of publication: |
2001
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|---|---|
| Authors: | Harris, Richard D.F. ; Küçüközmen, C.Coskun |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 134.2001, 3, p. 481-492
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