ÇAĞLI, E. Ç. And EVRİM MANDACI, P. 2017. Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model. The Empirical Economics Letters , vol.16, no.9 , 941-950.

ÇAĞLI, E. Ç., & EVRİM MANDACI, P., (2017). Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model. The Empirical Economics Letters , vol.16, no.9, 941-950.

ÇAĞLI, EFE, And PINAR EVRİM MANDACI. "Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model," The Empirical Economics Letters , vol.16, no.9, 941-950, 2017

ÇAĞLI, EFE Ç. And EVRİM MANDACI, PINAR E. . "Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model." The Empirical Economics Letters , vol.16, no.9, pp.941-950, 2017

ÇAĞLI, E. Ç. And EVRİM MANDACI, P. (2017) . "Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model." The Empirical Economics Letters , vol.16, no.9, pp.941-950.

@article{article, author={EFE ÇAĞLAR ÇAĞLI And author={PINAR EVRİM MANDACI}, title={Detecting Bubbles in the US Stock Market: A New Evidence from the Bootstrap Cointegration Test in ESTAR Error Correction Model}, journal={The Empirical Economics Letters}, year=2017, pages={941-950} }