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High Persistence and Nonlinear Behavior in Financial Variables: A More Powerful Unit Root Testing in the ESTAR Framework
Authors
Tolga Omay
Türkiye
Prof. Dr. Ayşegül ÇORAKCI
Çankaya Üniversitesi, Türkiye
Esra Hasdemir
Türkiye
Article Type Özgün Makale
Article SubType SSCI, AHCI, SCI, SCI-Exp dergilerinde yayımlanan tam makale
Journal Name Mathematics
Journal ISSN ****-****
Indexes covering the journal SCI-Expanded
Journal Quartile Q1
Article Language İngilizce
Publication Date 10-2021
Volume 9
Number 20
DOI Number 10.3390/math9202534
Article URL https://www.mdpi.com/2227-7390/9/20/2534/htm