Estimating Systematic Risk: Case For Borsa Istanbul
The structure of the data set has a great impact on the estimation results. Especially the methods, which are affected by outliers like Ordinary Least Squares OLS , will lead to biased results. For this reason robust estimation techniques are required. To investigate this structure, 237 stocks in B...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Selcuk University Press
2014-02-01
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| Series: | Selçuk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/1724769 |