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Inflation targeting : an indirect approach to assess the direct impact
Yigit, Taner M. - In: Journal of international money and finance 29 (2010) 7, pp. 1357-1368
Persistent link: https://www.econbiz.de/10009239669
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Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan; Miller, J. Isaac; Yigit, Taner M. - In: Econometric reviews 41 (2022) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
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A nonparametric unit root test under nonstationary volatility
Eroğlu, Burak Alparslan; Yigit, Taner M. - In: Economics letters 140 (2016), pp. 6-10
Persistent link: https://www.econbiz.de/10011615687
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Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan; Miller, J. Isaac; Yigit, Taner M. - 2019
Persistent link: https://www.econbiz.de/10012116501
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Pairs trading with wavelet transform
Eroğlu, Burak Alparslan; Yener, Haluk; Yigit, Taner M. - In: Quantitative finance 23 (2023) 7/8, pp. 1129-1154
Persistent link: https://www.econbiz.de/10014321668