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Caner, M.
First name(s): M.
Last name(s): Caner

Publications of Caner, M.
2004
Akdeniz, L., Altay-Salih, A. and Caner, M., Time Varying Betas Help in Asset Pricing: The Threshold CAPM (2004), in: Studies in Nonlinear Dynamics and Econometrics, 6(1-16)
Akdeniz, L., Altay-Salih, A. and Caner, M., Time Varying Betas Help in Asset Pricing: The Threshold CAPM (2004), in: Studies in Nonlinear Dynamics and Econometrics, 6(1-16)
1999
Caner, M., A locally optimal seasonal unit root test (1999), in: J of Business and Economic Statistics, 16(349-356)
Caner, M., Tests for cointegration with infinite variance errors (1999), in: J of Econometrics, 86(155-175)