Browsing by Institution "Yasar University"

Dabar rodomi įrašai 1-3 iš 3

    • Clustering in European stock indices in crisis and non-crisis periods 

      Peker, Sinem; Aktan, Bora (8th International Scientific Conference “Business and Management 2014”, 2014)
      Grouping the major indices of stock markets based on their homogeneities may facilitate the selection period for investors especially today’s information rich financial world. This paper attempts to detect and group the ...

    • Clustering in key G-7 stock market indices: an innovative approach 

      Peker, Sinem; Aktan, Bora; Tvaronavičienė, Manuela (Marketing and management of innovations = Маркетинг і менеджмент інновацій, 2017)
      Investment in stock market requires taking risk. Investors typically buy several stocks to create a portfolio which targets to maximize the return while keeping a certain level of risk. In today’s information-rich financial ...

    • Time-varying volatility modelling of Baltic stock markets 

      Aktan, Bora; Korsakienė, Renata; Smaliukienė, Rasa (Journal of business economics and management, 2010)
      As time-varying volatility has found applications in roughly all time series modelling in economics, it largely draws attention in the areas of financial markets. This study also examines the characteristics of conditional ...