14 research outputs found

    Istanbul MEnkul Kiymetler Borsasi 100 Endeksinin Dogrusallik Testi

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    The aim of the study is nonlinearity test of ISE – 100 returns. The most usedly nonlinearity test of BDS test is applied. Data is obtained from the Central Bank of Turkey. Return data is calculated by the difference of natural logarthim of daily closing value. The data has 4352 observations, between the data of 02.01.1989 and 04.07.2006. BDS test is done on the four different error term. Before the ARMA process to make the BDS test days are used as a dummies and error term is obtained by regression. Second data set is ARMA process is done and error term is obtained and then BDS test is applied. Third data set is logarithm of the squared standardized residuals of GARCH (1,1) process. Fourth data set is logarithm of the squared standardized residuals of AR (1) - GARCH (1,1) process. First, second and fourth data sets reject the null hypothesis that means there exist a nonlinear relation. Third data set fail to reject the null hypothesis of iid, for some embedding dimension, that means GARCH (1,1) process removes most of the nonlinearity.BDS Test, Market Efficiency Theory, Nonlinearity Test.

    Examining The Day Of The Week Effect In Istanbul Stock Exchange (ISE)

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    The existence of day of the week effect for Istanbul Stock Exchange (ISE) was analyzed on the basis of ISE-100 index returns, the returns of all stocks traded in ISE and market capitalization based portfolio returns during 1995-2008. In line with the previous findings, the results of the study presented that the ISE-100 index, ISE traded stocks and market capitalization based portfolios had significant negative Monday and significant positive Thursday and Friday returns

    Searching for Trends Superimposed on the Exponential Decay Rate of Cs-137

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    Sustainable development of the company

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    Předmětem této bakalářské práce je udržitelný rozvoj, použití udržitelného rozvoje v podnikatelské sféře a rozbor přístupu k udržitelnému rozvoji v konkrétním podniku. Teoretická část se zabývá definicemi základních pojmů a jejich zasazením do kontextu. Praktická část je věnována pohledu na postoj a dodržování zásad udržitelného rozvoje v konkrétním podniku.Aim of this bachelor thesis is application of sustainable development in business community and analysis of sustainable development apporach in a particular company. The theorethical part is concerned with definition of basic terms and putting them into context. The practical part is dedicated to view of the attitude and compliance of principles of sustainable development. The practical part adress on compliance of sustainable development principles in particular company.Ústav správních a sociálních vědStudent seznámil komisi s cílem práce a dosaženými závěry práce. Odpověděl na otázky:1) Začala s Vámi komunikovat společnost Shell nebo zmiňované organizace? 2) Setkal jste se osobně s firmou, pro kterou je udržitelný rozvoj jednou z priorit

    Michigan REU Summer Student Program

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