EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"FI parameter"
Narrow search

Narrow search

Year of publication
Subject
All
FI parameter 1 Fractional integration 1 financial time series 1
Online availability
All
Free 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Pekkaya, Mehmet 1
Published in...
All
Business and Economics Research Journal 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series
Pekkaya, Mehmet - In: Business and Economics Research Journal 4 (2013) 2, pp. 91-91
In this study, integration degrees of monthly logarithmic return series of ISE100 Index, interest rate, and exchange rate basket, are estimated for last 60 months by using monthly time series of 2002-2012. According to the results of the analysis, FI degrees at 24 month period between 2008-2009...
Persistent link: https://www.econbiz.de/10010840096
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...