Karaömer, Yunus - In: Organizations and markets in emerging economies 13 (2022) 2/26, pp. 467-489
, and Turkey (MINT) stock markets based on the Fractal Market Hypothesis. For this purpose, the ARFIMA and ARFIMA … predictable behavior that is consistent with the Fractal Market Hypothesis. The long memory in the volatility implies that the …, academics, and market regulatory authorities. Besides, as far as we know, the current literature on the analysis of the fractal …