A. KASMAN Et Al. , "Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market," International Journal of Statistics Economics , vol.5, no.A10, pp.1-11, 2010
KASMAN, A. Et Al. 2010. Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market. International Journal of Statistics Economics , vol.5, no.A10 , 1-11.
KASMAN, A., okan, b., & TORUN, E., (2010). Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market. International Journal of Statistics Economics , vol.5, no.A10, 1-11.
KASMAN, ADNAN, berna okan, And ERDOST TORUN. "Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market," International Journal of Statistics Economics , vol.5, no.A10, 1-11, 2010
KASMAN, ADNAN Et Al. "Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market." International Journal of Statistics Economics , vol.5, no.A10, pp.1-11, 2010
KASMAN, A. okan, b. And TORUN, E. (2010) . "Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market." International Journal of Statistics Economics , vol.5, no.A10, pp.1-11.
@article{article, author={ADNAN KASMAN Et Al. }, title={Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market}, journal={International Journal of Statistics Economics}, year=2010, pages={1-11} }