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Dergiler / Finansal Araştırmalar ve Çalışmalar Dergisi / 2026 / Cilt: 13 Sayı: 24

ADAPTİF PİYASA HİPOTEZİNİN ASYA – PASİFİK ÜLKELERİNDE TEST EDİLMESİ

Eray Gemici(GAZİANTEP ÜNİVERSİTESİ)
Sayfa
129–142
Yayın Tarihi
2021-01-31
🏛️Bu makalenin bibliyografik verileri ve tam metin bağlantısı DergiPark üzerinden sağlanmıştır.
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Yapay Zeka Hızlı Bakış & Çıkarımlar

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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Elde edilen bulgular, ülke borsalarının Adaptif Piyasa Hipotezini doğruladığını göstermektedir.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:Bu çalışma, Asya Pasifik ülkelerinde Adaptif Piyasa Hipotezinin geçerliliğini araştırmayı amaçlamaktadır.
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Temel Bulgular & Veri: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.
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Sonuç & Katkı:Elde edilen bulgular, ülke borsalarının Adaptif Piyasa Hipotezini doğruladığını göstermektedir.
🔬Tür:Araştırma Makalesi
📍Kapsam:2020 Verileri
⚙️Değişkenler:Adaptif Piyasa Hipotezi · Asya-Pasifik Ülkeleri · Varyans-Oran Testleri

Özet

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.

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Bu Makaleye Atıf Yap

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

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