Engin BEKAR

INVESTIGATION OF SERIAL DEPENDENCE ASYMMETRY AND TIME IRREVERSIBILITY IN STOCK MARKET RETURNS OF MIST COUNTRIES USING THE QUANTILE PERIODOGRAM

INVESTIGATION OF SERIAL DEPENDENCE ASYMMETRY AND TIME IRREVERSIBILITY IN STOCK MARKET RETURNS OF MIST COUNTRIES USING THE QUANTILE PERIODOGRAM

Ege Akademik Bakış Dergisi

2023-Cilt: 23 Sayı: 3

427-440

stock market, MIST Countries, Quantile Periodogram, Asymmetry, Time-Irreversibility, Predictability

500147