Now showing items 1-2 of 2

    • 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 ...