ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ

Eray Gemici

doi:10.14784/marufacd.880619

ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ

Öz

Bu çalışma, Asya Pasifik ülkelerinde Adaptif Piyasa Hipotezinin geçerliliğini araştırmayı amaçlamaktadır. Bu amaçla, 31 Aralık 1992'den 31 Ocak 2020'ye kadar olan aylık dönem, Otomatik Portmanteau Q testi, Genelleştirilmiş Spektral test ve Wild-Bootstrap Otomatik Varyans Oran testi kullanılarak analiz edilmiştir. Ayrıca, getirilerin zamana bağlı olarak tahmin edilebilirliği kayan pencereler yaklaşımı kullanılarak incelenmiştir. Elde edilen bulgular, ülke borsalarının Adaptif Piyasa Hipotezini doğruladığını göstermektedir.

Anahtar Kelimeler

Kaynakça

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Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Eray Gemici Bu kişi benim
Türkiye

Yayımlanma Tarihi

31 Ocak 2021

Gönderilme Tarihi

2 Mayıs 2020

Kabul Tarihi

9 Kasım 2020

Yayımlandığı Sayı

Yıl 2021 Cilt: 13 Sayı: 24

DOI

https://doi.org/10.14784/marufacd.880619

IZ

https://izlik.org/JA28UZ29XG

Kaynak Göster

RIS / Bibtex

APA

Gemici, E. (2021). ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ. Finansal Araştırmalar ve Çalışmalar Dergisi, 13(24), 129-142. https://doi.org/10.14784/marufacd.880619

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