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(4)
  • Arife ÖZDEMİR HÖL (2023)
    Covid-19 Döneminde Türkiye’de Finansal Varlıklar Arasındaki Volatilite Yayılımı: TVP-VAR Uygulaması. İktisadi İdari ve Siyasal Araştırmalar Dergisi 8: 339. CrossRef DOI: 10.25204/iktisad.1204527
  • Antonio Ruiz Porras, Clemente Hernandez Rodriguez (2023)
    The East-Asian stock markets during the COVID-19 pandemic. China Global Review 1: 77. CrossRef DOI: 10.53897/RevChinaGR.2023.01.04
  • Zheng Tien Kang, Peter Tsung-Wen Yen, Siew Ann Cheong, Feier Chen (2025)
    Indicator from the graph Laplacian of stock market time series cross-sections can precisely determine the durations of market crashes. PLOS One 20: e0327391. CrossRef DOI: 10.1371/journal.pone.0327391
  • Ferhat Özbay, Nergis Tosun (2022)
    Handbook of Research on Global Networking Post COVID-19. chapter 1: 1. CrossRef DOI: 10.4018/978-1-7998-8856-7.ch001
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