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"Linear and nonlinear dependence in Turkish equity returns and its ..."

Richard D. F. Harris, C. Coskun Küçüközmen (2001)

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DOI: 10.1016/S0377-2217(00)00265-4

access: closed

type: Journal Article

metadata version: 2022-01-03

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Richard D. F. Harris, C. Coskun Küçüközmen:
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management. Eur. J. Oper. Res. 134(3): 481-492 (2001)

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