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作者:Metin-Karakas Ayse
来源:[J].Thermal Science(IF 0.838), 2019, Vol.23 (Suppl. 1), pp.33-46DOAJ
摘要:This paper examines the dependence structure between National 100, National 50, and National 30 Indices of Istanbul Stock Exchange and international Brent oil price by using copula-GARCH method. Linear correlation has a serious deficiency. Whereas copula method is not invariant u...
作者:Mualla Gonca Yunusoglu , Hasan Selim
来源:[J].Expert Systems With Applications(IF 1.854), 2013, Vol.40 (3), pp.908-920Elsevier
摘要:... The proposed expert system is validated by using the data of 61 stocks that publicly traded in Istanbul Stock Exchange National-100 Index from the years 2002 through 2010. The performance of the proposed system is analyzed in comparison with the benchmark index, Istanbul Stock Exchange...
作者:Melek Acar Boyacioglu , Derya Avci
来源:[J].Expert Systems With Applications(IF 1.854), 2010, Vol.37 (12), pp.7908-7912Elsevier
摘要:Abstract(#br)Stock market prediction is important and of great interest because successful prediction of stock prices may promise attractive benefits. These tasks are highly complicated and very difficult. In this paper, we investigate the predictability of stock market return wi...
作者:Ayşe Metin Karakaş
来源:[J].Thermal Science(IF 0.838), 2019, Vol.23 (Supplement), pp.S33-S46塞尔维亚热力工程师协会
摘要:This paper examines the dependence structure between National 100, National 50 and National 30 Indices of Istanbul Stock Exchange (ISE) and international Brent oil price by using Copula-Garch method. Linear correlation has a serious deficiency; whereas copula method is not invari...
作者:Yaman Ömer ERZURUMLU
来源:[J].Doğuş Üniversitesi Dergisi, 2011, Vol.12 (2), pp.213-225DOAJ
摘要:This paper examines the reaction of investors to the arrival of unexpected information on the Istanbul Stock Exchange. The empirical results suggest that the investor reaction following unexpected news on the ISE100 is consistent with Overreaction Hypothesis especially after unfa...
作者:Tuncer ÖZDİL , Cengiz YILMAZ
来源:[J].Yönetim ve Ekonomi, 2006, Vol.13 (2), pp.211-224DOAJ
摘要:... Firms can obtain funds to issue stocks and bonds in stock exchanges in accordance with market conditions. Particularly going public stocks in primary market are traded in secondary market due to market conditions. Investors in these markets desire to generate earnings from...
作者:Ayça Çakmak Pehlivanlı , Barış Aşıkgil , Güzhan Gülay
来源:[J].Applied Soft Computing(IF 2.14), 2016, Vol.49, pp.792-800Elsevier
摘要:Abstract(#br)Prediction of the stock market price direction is a challenging and important task of the financial time series. This study presents the prediction of the next day stock price direction by the optimal subset indicators selected with ensemble feature selection approac...
作者:Ayça Çakmak Pehlivanlı , Barış Aşıkgil , Güzhan Gülay
来源:[J].Applied Soft Computing(IF 2.14), 2016, Vol.49, pp.792-800Elsevier
摘要:Abstract(#br)Prediction of the stock market price direction is a challenging and important task of the financial time series. This study presents the prediction of the next day stock price direction by the optimal subset indicators selected with ensemble feature selection approac...
作者:Mehmet ?EN , Eda ORUÇ
来源:[J].International Journal of Business and Management, 2009, Vol.5 (1)DOAJ
摘要:We tried to determine the relation between short-term financial borrowing levels and various financial indicators of the firms trading on Istanbul Stock Exchange. In our study covering the years of 1994-2007, we used such data for the firms which were traded on Istanbul Stock Exchange...
作者:A. Goncu , A. Karaman Akgul , O. Imamoğlu ...
来源:[J].Applied Financial Economics, 2012, Vol.22 (9), pp.723-732Taylor & Francis
摘要:... As observed during times of stock market crashes or financial stress, extreme returns cannot be adequately modelled using the Gaussian distribution. In this study, we use the Extreme Value Theory (EVT) to model the extreme return behaviour of the Istanbul Stock Exchange (ISE...

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