Taner Yigit

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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!

PublicationDate of PublicationType
Pairs trading with wavelet transform
Quantitative Finance
2023-09-25Paper
Time-varying cointegration and the Kalman filter
Econometric Reviews
2022-03-09Paper
A nonparametric unit root test under nonstationary volatility
Economics Letters
2018-09-03Paper
Shortfalls of panel unit root testing
Economics Letters
2013-01-01Paper
Present value model, heteroscedasticity and parameter stability tests
Economics Letters
2002-03-03Paper


Research outcomes over time


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