Arşiv ve Dokümantasyon Merkezi
Dijital Arşivi

Konu "Time-series analysis." için Ph.D. Theses listeleme

Konu "Time-series analysis." için Ph.D. Theses listeleme

Sırala: Sıra: Sonuçlar:

  • Autoregressive conditional duration and liquidity 
    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 ...
  • Time series analysis of IMKB-30 equity market index returns and the effect of volume and volatility on returns 
    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. ...

Dijital Arşivde Ara


Göz at

Hesabım