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ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ

Yıl 2021, Cilt: 13 Sayı: 24, 129 - 142, 31.01.2021
https://doi.org/10.14784/marufacd.880619

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.

Kaynakça

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Toplam 50 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Makaleler
Yazarlar

Eray Gemici Bu kişi benim

Yayımlanma Tarihi 31 Ocak 2021
Gönderilme Tarihi 2 Mayıs 2020
Yayımlandığı Sayı Yıl 2021 Cilt: 13 Sayı: 24

Kaynak Göster

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