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Spot ve Vadeli Piyasa İlişkilerine Markov Rejim Değişim Modelleri Yaklaşımı
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A. KOY, "A Markov Regime Switching Approach to the Relationships Between Spot and Futures Markets," Bankacılar , vol.28, no.101, pp.70-87, 2017

KOY, A. 2017. A Markov Regime Switching Approach to the Relationships Between Spot and Futures Markets. Bankacılar , vol.28, no.101 , 70-87.

KOY, A., (2017). A Markov Regime Switching Approach to the Relationships Between Spot and Futures Markets. Bankacılar , vol.28, no.101, 70-87.

KOY, AYBEN. "A Markov Regime Switching Approach to the Relationships Between Spot and Futures Markets," Bankacılar , vol.28, no.101, 70-87, 2017

KOY, AYBEN. "A Markov Regime Switching Approach to the Relationships Between Spot and Futures Markets." Bankacılar , vol.28, no.101, pp.70-87, 2017

KOY, A. (2017) . "A Markov Regime Switching Approach to the Relationships Between Spot and Futures Markets." Bankacılar , vol.28, no.101, pp.70-87.

@article{article, author={AYBEN KOY}, title={A Markov Regime Switching Approach to the Relationships Between Spot and Futures Markets}, journal={Bankacılar}, year=2017, pages={70-87} }