Konu "HAR Model" için İşletme Bölümü Koleksiyonu listeleme
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Heterogeneous market hypothesis in major european stock exchanges
(Burdur Mehmet Akif Ersoy University, 2024)The aim of this study is to investigate heterogeneous market efficiency in European stock exchanges using Augmented HAR-RV model. According to the heterogeneous market efficiency hypothesis, investors create portfolios ...