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Basci, Sidika's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
301 |
Total
Citations
2 |
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Basci, Erdem Bilkent University - Department of Economics Basci, Sidika ESTIM Forecasting Center Muradoglu, Yaz Gulnur City University London - Sir John Cass Business School
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187
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Stock return rebounds, predictability, autocorrelations, non-linear models, model selection, trading-rule tests, emerging markets, market indices, weekly return dynamics
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Basci, Erdem Bilkent University - Department of Economics Basci, Sidika ESTIM Forecasting Center Zaman, Asad International Institute of Islamic Economics
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80
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structural change, sup F test, rolling Chow test, Bootstrap
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3.
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Zaman, Asad International Institute of Islamic Economics Basci, Sidika ESTIM Forecasting Center Kiraci, Arzdar Baskent University
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34
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Autoregressive Process, Lag Order Determination, Model Selection Criteria, Cross Validation
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Records 1 -
3
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