Berument, Hakan; Akdi, Yilmaz; Atakan, Cemal - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 3, pp. 1229-1229
This paper analyzes possible cointegration relations among the sub-indexes of the Istanbul Stock Exchange series - services sector, industry sector and financial sector - for the period from February 1, 1997 to September 24, 2003. The data is analyzed by using various methods initiated by Engle...