How Successful Are Wavelets in Detecting Jumps? - Burak Alparslan Eroglu; Ramazan Gencay; Ege Yazgan (Entropy, 2017)

Wavelet variance ratio cointegration test and wavestrapping. - Burak Alparslan Eroglu (J. Multivar. Anal., 2019)

Non-parametric seasonal unit root tests under periodic non-stationary volatility. - Kemal Çaglar Gögebakan; Burak Alparslan Eroglu (Comput. Stat., 2022)

Bounded unit root processes with non-stationary volatility. - Kemal Çaglar Gögebakan; Burak Alparslan Eroglu (Commun. Stat. Simul. Comput., 2023)