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dc.contributor.advisorSelçuk, Faruken_US
dc.contributor.authorErigüç, Cüneyt Altanen_US
dc.date.accessioned2016-01-08T20:07:41Z
dc.date.available2016-01-08T20:07:41Z
dc.date.issued1995
dc.identifier.urihttp://hdl.handle.net/11693/17162
dc.descriptionAnkara : The Department of Economics and the Institute of Economics and Social Sciences of Bilkent Univ., 1995.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1995.en_US
dc.descriptionIncludes bibliographical references.en_US
dc.description.abstractIn this study, stock exchange index and selected four securities Ege Gübre, Bağfaş, Adana Gübre and Tüpraş from Istanbul Stock Exchange Market were analyzed with spectral and cross-spectral methods. Consumer price index was used to find the real values of securities. First o f aU, spectral analysis was apphed to be able to find periodicity of securities and significant periodicities were foimd for these four o f them. Cross-spectral analysis was then apphed between stock exchange index and four o f these securities, each pair displayed statistically significant coherencies, the lead and lag relationships o f certain frequencies were found from phase difference values o f significant coherencies.en_US
dc.description.statementofresponsibilityErigüç, Cüneyt Altanen_US
dc.format.extent1 volume(various pagings)en_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectTime Series and Spectral Analysisen_US
dc.subjectSeasonahtyen_US
dc.subjectEconometric Methods;en_US
dc.subjectSingle Equation Modelsen_US
dc.subjectTime Series models. Periodicityen_US
dc.subjectCross-spectral Analysisen_US
dc.subject.lccHB74 .E75 1995en_US
dc.subject.lcshEconometrics.en_US
dc.subject.lcshTime-series analysis.en_US
dc.titleApplication of spectral and cross-spectral analysis to İstanbul Stock Exchange Marketen_US
dc.typeThesisen_US
dc.departmentDepartment of Economicsen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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