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Turkish Abstract: Bu çalışmada, hisse senedi getiri modellerinde yapılan hatalara dikkat çekmek ve sonraki çalışmalarda bu hataların tekrarlanmasını önlemek amaçlanmıştır. Hisse senedi getirilerini veya fiyatlarını açıklamayı amaçlayan modelleri öneren çalışmalar...
Persistent link: https://www.econbiz.de/10012868075
This study has investigated the effect of VIX, created as an implied volatility in the US, on 15 emerging stock markets … in conditional variance and emerging bad news concludes that volatility further increases. The results of the analysis … show that implied volatility index affect Argentina, Brazil, Mexico, Chili, Peru, Hungary, Poland, Turkey, Malaysia …
Persistent link: https://www.econbiz.de/10008464865
Bu calisma kapsaminda hisse senetleri IMKB’de islem goren hizmet sektoru firmalarinin sermaye yapisini etkileyen firmaya ozgu faktorlerin saptanmasi amaclanmis olup, bu amac dogrultusunda soz konusu firmalarin IMKB’nin web sitesinden elde edilen mali tablo bilgileri panel veri kullanilarak...
Persistent link: https://www.econbiz.de/10008867640
Persistent link: https://www.econbiz.de/10013373850
Persistent link: https://www.econbiz.de/10012694646
the evaluation of the forecast performance of the models. By comparing the volatility forecasts of the models with the … observed volatility of the out-of-sample period, we evaluate the forecast performance of the models. In the evaluations, we use …), 2003-2004 yıllarına ait veriler ise modellerin öngörü (forecast) performanslarının değerlendirilmesinde kullanılmıştır …
Persistent link: https://www.econbiz.de/10012951155
forecasts have been compared with realized volatility for the forecast period. To evaluate the performance of each model … tahmininde (estimation), 2004 yılına ait veriler ise modellerin öngörü (forecast) performanslarının değerlendirilmesinde … GARCH models for daily, weekly and monthly volatility in composite, financial, services and industry indices of Istanbul …
Persistent link: https://www.econbiz.de/10012951259
show that inclusion of the GT data increases forecast quality. However, the difference between using the firm's GT data or …
Persistent link: https://www.econbiz.de/10013291419
Logit model and the signal approach are two analysis methods being commonly used to forecast and explain currency … facts of "fluctuation, confusion" period being examined. This study is an attempt to specify an ex-post and ex-ante forecast … ; Logit Model ; Signal Approach ; E-post ; Ex-ante Forecast …
Persistent link: https://www.econbiz.de/10003618241