Παρακολούθηση
Burak Alparslan Eroglu
Burak Alparslan Eroglu
İzmir Bakırçay University, Department of Economics
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα bakircay.edu.tr
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
On the Performance of Wavelet Based Unit Root Tests
BA Eroğlu, B Soybilgen
Journal of Risk and Financial Management 11 (3), 47, 2018
232018
Time-Varying Taylor Rule Estimation for Turkey with Flexible Least Square Method
B Soybilgen, BA Eroğlu
Boğaziçi Journal of Economics and Administrative Studies 33 (2), 2019
102019
Time-varying cointegration and the Kalman filter
BA Eroğlu, JI Miller, T Yiğit
Econometric Reviews 41 (1), 1-21, 2022
82022
Powerful nonparametric seasonal unit root tests
BA Eroğlu, KÇ Göğebakan, M Trokić
Economics letters 167, 75-80, 2018
82018
Wavelet variance ratio cointegration test and wavestrapping
BA Eroğlu
Journal of Multivariate Analysis 171, 298-319, 2019
5*2019
Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area
İ Demir, BA Eroğlu, S Yıldırım-Karaman
Journal of Money, Credit and Banking 54 (5), 1425-1457, 2022
4*2022
A nonparametric unit root test under nonstationary volatility
BA Eroğlu, T Yiğit
Economics letters 140, 6-10, 2016
42016
Responses of the term structure of interest rates and asset prices to monetary policy shocks: Evidence from Turkey
BA Eroğlu, S Yıldırım-Karaman
METU Studies in Development 45, 117-158, 2018
32018
Non-parametric seasonal unit root tests under periodic non-stationary volatility
KÇ Gög̃ebakan, BA Eroglu
Computational statistics 37 (5), 2581-2636, 2022
22022
Bounded unit root processes with non-stationary volatility
KÇ Göğebakan, BA Eroğlu
Communications in Statistics-Simulation and Computation 52 (4), 1245-1263, 2023
12023
Regulated seasonal unit root process
BA Eroğlu, AÖ Pehlivan
Studies in Nonlinear Dynamics & Econometrics 26 (3), 361-385, 2022
12022
On the performance of the variance ratio unit root tests with flexible Fourier form
BA Eroğlu, S Yıldırım
Journal of Applied Statistics 48 (13-15), 1-20, 2021
12021
Taylor rule for Turkey under multiple structural breaks
B Soybilgen, BA Eroğlu, H Yener
Current Issues in Turkish Economy, 2019
12019
How Successful Are Wavelets in Detecting Jumps?
BA Eroğlu, R Gençay, ME Yazgan
Entropy 19 (12), 638, 2017
12017
Improving inference in integration and cointegration tests
BA Eroğlu
PQDT-Global, 2016
12016
Spurious regression problem in kalman filter estimation of time varying parameter models
BA Eroğlu
PQDT-Global, 2010
12010
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns
BA Eroğlu, D İkizlerli, N Ülkü
Empirical Economics, 1-27, 2024
2024
Revisiting Hellinger Distance Based Serial Dependence Measure
R Ekinci, BA Eroğlu
Available at SSRN 4736476, 2024
2024
Pairs trading with wavelet transform
BA Eroğlu, H Yener, T Yiğit
Quantitative Finance 23 (7-8), 1129-1154, 2023
2023
BORSA İSTANBUL 100 ENDEKSİ İÇİN DİNAMİK RİSKE MARUZ DEĞER VE BEKLENEN KAYIP ANALİZİ
H YENER, BA EROĞLU
Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 71-86, 2022
2022
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