Bildirici, M. E. 2019. The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula. PETROLEUM SCIENCE , vol.16, no.1 , 217-228.

Bildirici, M. E., (2019). The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula. PETROLEUM SCIENCE , vol.16, no.1, 217-228.

Bildirici, Melike. "The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula," PETROLEUM SCIENCE , vol.16, no.1, 217-228, 2019

Bildirici, Melike E. . "The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula." PETROLEUM SCIENCE , vol.16, no.1, pp.217-228, 2019

Bildirici, M. E. (2019) . "The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula." PETROLEUM SCIENCE , vol.16, no.1, pp.217-228.

@article{article, author={Melike Elif BİLDİRİCİ}, title={The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula}, journal={PETROLEUM SCIENCE}, year=2019, pages={217-228} }