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Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz

Cakir, Murat - 2005

/or focused upon on a firm basis to understand firms’ financial behaviours. Finance theory summarizes firms’ risks under financial …

Persistent link: https://www.econbiz.de/10015242477

SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ

Cevik, Emrah Ismail; Pekkaya, Mehmet - 2007

Volatility in financial markets urges importance of risk management with respect to investors and especially firms …

Persistent link: https://www.econbiz.de/10015251897

Koşullu Değişen Varyans Modelleri Ile Türkiye Altın Piyasası Endeksi Volatilitelerinin Tahmin Edilmesi (Estimating the Volatility of Turkey's Gold Market Index with Conditional Het...

Kayral, Ihsan Erdem - 2017

model for gold market index volatility is EGARCH (1,1). There is no leverage effect in this model, but positive shocks are … the result of more volatility than negative shocks …

Persistent link: https://www.econbiz.de/10012949297

İMKB Piyasasındaki Volatilitenin Ve Asimetrik Fiyat Hareketlerinin Modellenmesi Ve Öngörülmesi : GARCH Uygulaması (Modelling and Forecasting of Volatility and Asymmetrical Price Mo...

Mazibas, Murat - 2017

English Abstract: In this paper, we investigate the existence of volatility clustering, asymmetric price movements … the volatility, we use ARCH-type models based on varying variance on a daily and weekly basis. In addition to ARCH and … the evaluation of the forecast performance of the models. By comparing the volatility forecasts of the models with the …

Persistent link: https://www.econbiz.de/10012951155

IMKB Piyasalarındaki Volatilitenin Modellenmesi ve Öngörülmesi : Asimetrik GARCH Modelleri Ile Bir Uygulama (Modeling and Forecasting Volatility in Istanbul Stock Exchange Markets:...

Mazibas, Murat - 2017

GARCH models for daily, weekly and monthly volatility in composite, financial, services and industry indices of Istanbul … Stock Exchange (ISE). Some properties of financial data namely volatility clustering, asymmetrical price movements, leverage … volatility along with classical GARCH model, EGARCH, GJR-GARCH, Asymmetrical PARCH and Asymmetrical CGARCH models have been …

Persistent link: https://www.econbiz.de/10012951259

Türkiye’de Döviz Kuru Volatilitelerinin Modellenmesi (Modelling Exchange Rate Volatilities in Turkey)

Kayral, Ihsan Erdem - 2016

Turkish Abstract: Bu çalışmada Dolar ve Euro kurlarının 2002-2015 döneminde günlük getirileri kullanılarak döviz kuru volatiliteleri için en uygun modeller belirlenmiş ve söz konusu volatilitelerin döviz kuru getirileri ile olan nedensellikleri araştırılmıştır....

Persistent link: https://www.econbiz.de/10012977724

İşletme Kuluçkalarında Sunulan Destek Hizmetlerinin Yeni Kurulan Firmaların Hayatta Kalabilirliği Üzerine Etkisi: İş Geliştirme Merkezleri (İŞGEM) Örneği

Murat, Karaoz; Murat Ali, Dulupcu; Mesut, Albeni; … - 2012

Business incubators are mechanisms which aim to formation and development of new ventures and to survive of these ventures through various supportive services. The aim of this study is to examine the effects of business incubator programs and its services on tenant firm performance in the...

Persistent link: https://www.econbiz.de/10015233408

Izmir Küçük, Orta ve Büyük Ölçekli Imalat sanayinde Üretim Etkinligi ve Toplam Faktör Verimliligi Analizi

Deliktas, Ertugrul - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2006

(This paper is in Turkish) This paper based on three-digit (international standard industrial classification, ISIC-Rev.3) panel data over the 1991-2000 period measures technical efficiency and total factor productivity growth in the public and privately owned manufacturing sub-sectors in Ýzmir...

Persistent link: https://www.econbiz.de/10005730916

Do Monetary Policy Measures Affect Foreign Exchange Rates during the COVID-19 Pandemic? Evidence from Turkey

Kartal, Mustafa Tevfik; Depren, Özer; Depren, Serpil Kilic - 2021

English Abstract: The study examines how foreign exchange (FX) rates in Turkey are affected by the pandemic considering the impacts of monetary policy responses to the pandemic. Selected FX rates are examined by using 10 independent variables containing monetary policy indicators and the...

Persistent link: https://www.econbiz.de/10013213785

MENKUL KIYMET BORSALARINDA PİYASA MİKRO YAPISI: TASARIM VE RİSKLER

Coskun, Yener; Cetin, Muge - 2018

Bu çalışmada menkul kıymet borsalarındaki PMY incelenmektedir. Çalışma yöntem olarak kuramsal/uygulamalı yazın taramasına ve örnek olay analizlerine dayanmaktadır. İnceleme sonucunda, PMY’nin menkul kıymet borsalarındaki fiyat oluşum sürecinin önemli belirleyicilerden biri...

Persistent link: https://www.econbiz.de/10015232652