Pairs trading with wavelet transform von Eroğlu, Burak Alparslan, Yener, Haluk, Yiğit, Taner

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Regulated seasonal unit root process von Eroğlu, Burak Alparslan, Pehlivan, Ayşe Özgür

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Time-varying cointegration and the Kalman filter von Eroğlu, Burak Alparslan, Miller, J. Isaac, Yiğit, Taner

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On the performance of wavelet based unit root tests von Eroğlu, Burak Alparslan, Soybilgen, Barış

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How Successful Are Wavelets in Detecting Jumps? von Eroğlu, Burak, Gençay, Ramazan, Yazgan, M.

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Wavelet variance ratio cointegration test and wavestrapping von Eroğlu, Burak Alparslan

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A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns von Eroğlu, Burak Alparslan, İkizlerli, Deniz, Ülkü, Numan

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A nonparametric unit root test under nonstationary volatility von Eroglu, Burak Alparslan, Yigit, Taner

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Powerful nonparametric seasonal unit root tests von Eroglu, Burak Alparslan, Gögebakan, Kemal Çaglar, Trokic, Mirza

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Non-parametric seasonal unit root tests under periodic non-stationary volatility von Gög̃ebakan, Kemal Çag̃lar, Eroglu, Burak Alparslan

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The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul von Yener, Haluk, Eroglu, Burak Alparslan, Ikizlerli, Deniz

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Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area von DEMİR, İSHAK, EROĞLU, BURAK A., YILDIRIM‐KARAMAN, SEÇİL

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