Burak Alparslan Eroğlu
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Person:1668131
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pairs trading with wavelet transform Quantitative Finance | 2023-09-25 | Paper |
| Bounded unit root processes with non-stationary volatility Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
| Regulated seasonal unit root process Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
| Non-parametric seasonal unit root tests under periodic non-stationary volatility Computational Statistics | 2022-11-15 | Paper |
| Time-varying cointegration and the Kalman filter Econometric Reviews | 2022-03-09 | Paper |
| On the performance of the variance ratio unit root tests with flexible Fourier form Journal of Applied Statistics | 2022-03-04 | Paper |
| Wavelet variance ratio cointegration test and wavestrapping Journal of Multivariate Analysis | 2019-05-27 | Paper |
| Powerful nonparametric seasonal unit root tests Economics Letters | 2018-10-05 | Paper |
| A nonparametric unit root test under nonstationary volatility Economics Letters | 2018-09-03 | Paper |
Research outcomes over time
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