Search Results - subject:"IMKB100"

Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi

KORKMAZ, Turhan; BASARAN, Ümit; CEVIK, Emrah Ismail - In: Ege Academic Review 10 (2010) 4, pp. 1139-1153

anomalilerin incelendigi bu calismanin amaci, Istanbul Menkul Kiymetler Borsasi (IMKB) 100 endeks getirisi uzerinde yaz saati … donemindeki yaz saati uygulamasinin IMKB 100 endeksinin ortalama getirisi uzerinde anlamli bir etki olusturdugu sonucuna …

Persistent link: https://www.econbiz.de/10008854593

From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH

Yildirim, Yavuz; Unal, Gazanfer - Volkswirtschaftliche Fakultät, … - 2010

The objective of this paper is to model the volatility of Istanbul Stock Exchange market, ISE100 Index by ARMA and GARCH models and then take a step further into the analysis from discrete modeling to continuous modeling. Through applying unit root and stationary tests on the log return of the...

Persistent link: https://www.econbiz.de/10008784973