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