NDLI: İmkb’de Sektör Betalarinin Tahmi̇ni̇nde Tek Endeks Pi̇yasa Modeli̇ Ve Varsayimlarinin Geçerli̇li̇ği̇ Üzeri̇ne Bi̇r Anali̇z

Content Provider	Semantic Scholar
Author	Kayalidere, Koray
Copyright Year	2012
Abstract	This study aims examination of statistical properties of single index market model. Moreover, the fulfillment degree of basic assumptions related with the model is researched. Daily, weekly, and monthly logarithmic industry portfolio returns covering 2000-2012 period are used and ISE-100 index is chosen to represent the market portfolio. Main goals of this research are to investigate statistical significance of the sector betas, the accuracy of the model specification, ARCH effect, and autocorrelation and heteroscedasticity problems. It can be said that single index model based on daily return interval does not satisfy econometrical and statistical assumptions. Furthermore, it is observed that the fulfillment degree of basic assumptions increases as the return interval gets wider.
File Format	PDF HTM / HTML
Volume Number	27
Alternate Webpage(s)	https://iibfdergi.deu.edu.tr/index.php/cilt1-sayi1/article/download/314/pdf_294
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

Central Library (ISO-9001:2015 Certified)
Indian Institute of Technology Kharagpur
Kharagpur, West Bengal, India | PIN - 721302

See location in the Map
03222 282435
Mail: support@ndl.gov.in

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in