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Burak Alparslan Eroğlu

Observed names: BURAK EROĞLU, Burak A. Erog̃lu, Burak Alparslan EROĞLU, Burak Alparslan Eroglu, Burak Alparslan anon, Burak Eroğlu, Eroğlu, Burak Alparslan
ORCID: 0000-0001-6814-747X
Observed ORCID: 0000-0001-6814-747X
OpenAlex ID: A5076997893
On the Performance of Wavelet Based Unit Root Tests
2018 · Burak Alparslan Eroğlu, Barış Soybilgen · Journal of risk and financial management · 23
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Powerful nonparametric seasonal unit root tests
2018 · Burak Alparslan Eroğlu, Kemal Çağlar Göğebakan, et al. · Economics Letters · 9
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Time-Varying Taylor Rule Estimation for Turkey with Flexible Least Square Method
2019 · Barış Soybilen, Burak Alparslan Eroğlu · Bogazici Journal · 8
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Pairs trading with wavelet transform
2023 · Burak Alparslan Eroğlu, Haluk Yener, et al. · Quantitative Finance · 7
Time-varying cointegration and the Kalman filter
2021 · Burak Alparslan Eroğlu, J. Isaac Miller, et al. · Econometric Reviews · 6
Wavelet variance ratio cointegration test and wavestrapping
2019 · Burak Alparslan Eroğlu · Journal of Multivariate Analysis · 4
On the performance of the variance ratio unit root tests with flexible Fourier form
2020 · Burak A. Erog̃lu, Selim Yıldırım · Journal of Applied Statistics · 3
A nonparametric unit root test under nonstationary volatility
2016 · Burak Alparslan Eroğlu, Taner Yiğit · Economics Letters · 3
A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns
2024 · Burak Alparslan Eroğlu, Deniz İkizlerli, et al. · Empirical Economics · 2
Non-parametric seasonal unit root tests under periodic non-stationary volatility
2022 · Kemal Çag̃lar Gög̃ebakan, Burak Alparslan Eroglu · Computational Statistics · 2
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Regulated seasonal unit root process
2021 · Burak Alparslan Eroğlu, Ayşe Özgür Pehlivan · Studies in Nonlinear Dynamics and Econometrics · 2
Responses Of Term Structure Of Interest Rates And Asset Prices To Monetary Policy Shocks: Evidence From Turkey
2017 · Burak Alparslan Eroğlu, Seçil Yıldırım-Karaman · RePEc: Research Papers in Economics · 2
Dynamic interactions between sectoral tail risk and market integration: Evidence from Borsa Istanbul using PELVE and DCC-GARCH
2026 · Çiğdem Kurt-Cihangir, Burak Alparslan Eroğlu · Borsa Istanbul Review · 1
Ekonomi ve Finans Çalışmaları
2023 · Emre Akusta, Yunus Karaömer, et al. · Özgür Yayınları eBooks · 1
Reexamination of the BIST 100 Stock Price Volatility with Heterogeneous Autoregressive Realized Volatility Models
2021 · Burak Alparslan Eroğlu, Deniz İkizlerli, et al. · Atatürk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi · 1
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Bounded unit root processes with non-stationary volatility
2021 · Kemal Çağlar Göğebakan, Burak Alparslan Eroğlu · Communications in Statistics - Simulation and Computation · 1
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Kayit Dişi Ekonomi̇lerde Muhasebe Meslek Mensuplarinin Rolü
2020 · BURAK EROĞLU · Journal of International Social Research · 1
How Successful Are Wavelets in Detecting Jumps?
2017 · Burak Eroğlu, Ramazan Gençay, et al. · Entropy · 1
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Fractional Seasonal Variance Ratio Unit Root Tests
2017 · Burak Alparslan Eroğlu, Kemal Çag̃lar Gög̃ebakan, et al. · RePEc: Research Papers in Economics · 1
The Comovement of Unanticipated Unemployment Movements in the Distress Tail: Evidence From Oecd Countries
2026 · Eroğlu, Burak Alparslan, Bölükoğlu, Anıl · DergiPark (Istanbul University)
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Nonparametric seasonal cointegration tests
2025 · Burak Alparslan Eroğlu, Taner Yiğit · Communications in Statistics - Simulation and Computation
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Seasonal unit root tests and flexible Fourier form
2025 · Burak Alparslan Eroğlu, Selim Yıldırım · Journal of Statistical Computation and Simulation
Revisiting Hellinger Distance Based Serial Dependence Measure
2024 · Ramazan Ekinci, Burak Alparslan anon · SSRN Electronic Journal
The Dynamics of Jump Intensity in Stock Prices: BIST 100 Example
2023 · Haluk Yener, Burak Alparslan Eroğlu · Özgür Yayınları eBooks
Borsa İstanbul 100 Endeksi için Dinamik Riske Maruz Değer ve Beklenen Kayıp Analizi
2021 · Haluk YENER, Burak Alparslan EROĞLU · Pamukkale University Journal of Social Sciences Institute
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Works count: 27
Citation count: 78
H-index: 5
I10-index: 1
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