Open AccessTime-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach
Author(s) -
Oktay Özkan
Publication year - 2020
Publication title -
boğaziçi journal, review of social, economic and administrative sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.102
H-Index - 4
ISSN - 1300-9583
DOI - 10.21773/boun.34.2.1
Subject(s) - predictability , mist , econometrics , economics , statistics , mathematics , environmental science , geography , meteorology