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- W2018508998 abstract "Matematiksel ve istatistiki metodlardaki gelismeler dogrusal olmayan metodlarin kullanimini artirmistir. Ozellikle borsalarda meydana gelen krizlerden sonra dogrusal olmayan metodlarin onemi artims ve hizli bir gelisme gostermistr. Borsalar yuksek getiri nedeniyle herzaman cazip bir yatirim alani olurken diger yandan ongorulemeyen piyasa hareketleri nedeniyle de riskte cogunlukla yuksek olmustur. Bununla birlikte dogrusal omayan yontemler borsa oyuncularinin daha fazla kar elde etmeleri konusunda yardimci olmustur. Bu calismada Borsa Istanbul AS incelenmistir. Turkiye fon yoneticileri acisinda oldukca cazip bir gelismekte olan piyasidir. Bu calismanin amaci Borsa Istanbul'daki farkli sektorlerin indekslerini kullanarak dogrusal olmayan bagimliligi ve dogrusal olmamaya neden olan olaylari belirlemektir. Bu amacla, pencereleme test prosedurunu kullanan Hinich Portmanteau Bicorrelation parametrik olmayan test kullanilmistir." @default.
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- W2018508998 modified "2023-10-18" @default.
- W2018508998 title "NON-LINEAR MARKET BEHAVIOR AT THE ISTANBUL STOCK EXCHANGE" @default.
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- W2018508998 doi "https://doi.org/10.17755/esosder.22654" @default.
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