Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management

Research output: Contribution to journal › Article (Academic Journal) › peer-review

7 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	481-492
Number of pages	12
Journal	European Journal of Operational Research
Volume	134
Issue number	3
Publication status	Published - 2001

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@article{254e016faed44866ae27348c17b556ef,

title = "Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management",

author = "Harris, {Richard DF} and K{\"u}{\c c}{\"u}k{\"o}zmen, {C Coskun}",

year = "2001",

language = "Undefined/Unknown",

volume = "134",

pages = "481--492",

journal = "European Journal of Operational Research",

issn = "0377-2217",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management

AU - Harris, Richard DF

AU - Küçüközmen, C Coskun

PY - 2001

Y1 - 2001

M3 - Article (Academic Journal)

SN - 0377-2217

VL - 134

SP - 481

EP - 492

JO - European Journal of Operational Research

JF - European Journal of Operational Research

IS - 3

ER -