The Weak Efficiency Test on Istanbul Stock Exchange: Stochastic Unit Root and Kalman Filter Approaches

Ferhan Ç., Yalçin Y.

GAZİ ÜNİVERSİTESİ İİBF DERGİSİ, vol.5, no.1, pp.21-36, 2003 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 5 Issue: 1
  • Publication Date: 2003
  • Journal Name: GAZİ ÜNİVERSİTESİ İİBF DERGİSİ
  • Journal Indexes: EconLit
  • Page Numbers: pp.21-36
  • Ankara Haci Bayram Veli University Affiliated: No