Open AccessForecasting Stock Market Indices with the Composite Leading Indicators: Evidence from Turkey
Author(s) -
Esra N. Kılcı
Publication year - 2020
Publication title -
sosyo ekonomi
Language(s) - English
Resource type - Journals
ISSN - 1305-5577
DOI - 10.17233/sosyoekonomi.2020.01.07
Subject(s) - granger causality , composite index , econometrics , causality (physics) , stock market , unit root , unit root test , structural break , economics , augmented dickey–fuller test , stock (firearms) , composite indicator , cointegration , financial economics , geography , context (archaeology) , archaeology , physics , quantum mechanics