M. E. BİLDİRİCİ And Ö. Ö. ERSİN, "Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models," Romanian Journal of Economic Forecasting , vol.17, no.3, pp.108-135, 2014
BİLDİRİCİ, M. E. And ERSİN, Ö. Ö. 2014. Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models. Romanian Journal of Economic Forecasting , vol.17, no.3 , 108-135.
BİLDİRİCİ, M. E., & ERSİN, Ö. Ö., (2014). Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models. Romanian Journal of Economic Forecasting , vol.17, no.3, 108-135.
BİLDİRİCİ, Melike, And ÖZGÜR ÖMER ERSİN. "Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models," Romanian Journal of Economic Forecasting , vol.17, no.3, 108-135, 2014
BİLDİRİCİ, Melike E. And ERSİN, ÖZGÜR Ö. . "Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models." Romanian Journal of Economic Forecasting , vol.17, no.3, pp.108-135, 2014
BİLDİRİCİ, M. E. And ERSİN, Ö. Ö. (2014) . "Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models." Romanian Journal of Economic Forecasting , vol.17, no.3, pp.108-135.
@article{article, author={Melike Elif BİLDİRİCİ And author={ÖZGÜR ÖMER ERSİN}, title={Nonlinearity, volatility and fractional integration in daily oil prices: Smooth transition autoregressive ST-FI(AP)GARCH models}, journal={Romanian Journal of Economic Forecasting}, year=2014, pages={108-135} }