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 … market hypothesis to explore the efficiency of the MINT stock markets has not been found. …