Erigüç, Cüneyt Altan2016-01-082016-01-081995http://hdl.handle.net/11693/17162Cataloged from PDF version of article.Includes bibliographical references.In 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.1 volume(various pagings)Englishinfo:eu-repo/semantics/openAccessTime Series and Spectral AnalysisSeasonahtyEconometric Methods;Single Equation ModelsTime Series models. PeriodicityCross-spectral AnalysisHB74 .E75 1995Econometrics.Time-series analysis.Thesis