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“Testing the Unit Root Hypothesis in Financial Time Series with Residual Augmented Least Squares (RALS) Approach: An Application to Rational Price Bubbles”

dc.contributor.authorHEPSAĞ, Aycan
dc.contributor.authorYAŞAR AKÇALI, BURÇAY
dc.date.accessioned2021-03-05T12:38:37Z
dc.date.available2021-03-05T12:38:37Z
dc.identifier.citationHEPSAĞ A., YAŞAR AKÇALI B., "“Testing the Unit Root Hypothesis in Financial Time Series with Residual Augmented Least Squares (RALS) Approach: An Application to Rational Price Bubbles”", XIII. International Balkan and Near Eastern Congress Series on Economics, Business and Management (IBANESS), Tekirdağ, Türkiye, 5 - 06 Ekim 2019
dc.identifier.otherav_ae26ab6b-b396-43d1-8ce8-10e7eb3326ac
dc.identifier.othervv_1032021
dc.identifier.urihttp://hdl.handle.net/20.500.12627/116198
dc.language.isoeng
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectİşletme
dc.subjectEkonomi ve İş
dc.subjectSosyal Bilimler (SOC)
dc.title“Testing the Unit Root Hypothesis in Financial Time Series with Residual Augmented Least Squares (RALS) Approach: An Application to Rational Price Bubbles”
dc.typeBildiri
dc.contributor.department, ,
dc.contributor.firstauthorID632978


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