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Publikováno v:
In Journal of Accounting and Public Policy May-June 2024 45
WOS: 000263836100001
The aim of this paper is to investigate the existense of long memory using daily futures contracts return series at the Turkish Derivatives Exchange. In order to test the existence of long memory for ISE30, ISE100 Indexes, U
The aim of this paper is to investigate the existense of long memory using daily futures contracts return series at the Turkish Derivatives Exchange. In order to test the existence of long memory for ISE30, ISE100 Indexes, U
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3105::ae866a2880f53426a22a466f62bac0d3
https://hdl.handle.net/20.500.12628/3441
https://hdl.handle.net/20.500.12628/3441
