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Browsing Ph.D. Theses by Subject "Time-series analysis."

Browsing Ph.D. Theses by Subject "Time-series analysis."

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  • Baran, Ümit Altay. (Thesis (Ph.D.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2022., 2022.)
    This thesis provides an in-depth Autoregressive Conditional Duration (ACD) application and examines the relationship between the consecutive transaction, price, and volume durations in Borsa Istanbul (BIST) stock exchange ...
  • Dönmez, Çetin Ali. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2006., 2006.)
    This thesis is done mainly to explore the time series dynamics and lead lag relationships among the Istanbul Stock Exchange (ISE) Equity Market Index, called ISE30, session to session and daily returns, volume and volatility. ...

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