{"id":3461,"date":"2016-10-21T21:04:39","date_gmt":"2016-10-21T18:04:39","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=3461"},"modified":"2016-10-26T07:43:25","modified_gmt":"2016-10-26T04:43:25","slug":"analysis-of-volatility-in-gold-prices-with-the-markov-regime-switching-models","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/analysis-of-volatility-in-gold-prices-with-the-markov-regime-switching-models","title":{"rendered":"Alt\u0131n Fiyatlar\u0131ndaki De\u011fi\u015fimin Markov Rejim De\u011fi\u015fim Modelleriyle \u0130ncelenmesi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nAlt\u0131n Fiyatlar\u0131ndaki De\u011fi\u015fimin Markov Rejim De\u011fi\u015fim Modelleriyle \u0130ncelenmesi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nSamet Evci, Nazan \u015eak, G\u00f6kben Adana Karaa\u011fa\u00e7<\/td>\n<\/tr>\n
Cilt:<\/td>\n7<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n4<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2016<\/td>\n<\/tr>\n
Sayfa:<\/td>\n67-77<\/td>\n<\/tr>\n
ISSN:<\/td>\n1309-2448<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2016422339<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fman\u0131n amac\u0131 alt\u0131n piyasas\u0131n\u0131n kazand\u0131ran ve kaybettiren d\u00f6nemlerinin Markov rejim de\u011fi\u015fim modelleri ile belirlenmesidir. Bu ba\u011flamda, \u00e7al\u0131\u015fmada Temmuz 1995-Temmuz 2015 d\u00f6nemlerine ait B\u0130ST ve Londra alt\u0131n piyasas\u0131na ili\u015fkin ayl\u0131k alt\u0131n getiri serileri kullan\u0131lm\u0131\u015ft\u0131r. \u00c7al\u0131\u015fmadan elde edilen bulgular alt\u0131n getirilerinin do\u011frusal model yerine Markov rejim de\u011fi\u015fim modelleri ile analiz edilmesi gerekti\u011fini ve alt\u0131n getiri serilerinde rejim kal\u0131c\u0131l\u0131\u011f\u0131n\u0131n y\u00fcksek oldu\u011funu g\u00f6stermektedir. Bunun yan\u0131 s\u0131ra \u00e7al\u0131\u015fma B\u0130ST alt\u0131n getirilerinin Londra Alt\u0131n getirisinin iki ay gecikmeli de\u011ferinden etkilendi\u011fini ortaya koymaktad\u0131r.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nAlt\u0131n Fiyatlar\u0131, Markov Rejim De\u011fi\u015fim Modelleri, Zaman De\u011fi\u015fkenli Markov Rejim De\u011fi\u015fim Modelleri, T\u00fcrkiye<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nC22, G11, O50<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: Alt\u0131n Fiyatlar\u0131ndaki De\u011fi\u015fimin Markov Rejim De\u011fi\u015fim Modelleriyle \u0130ncelenmesi Yazar(lar): Samet Evci, Nazan \u015eak, G\u00f6kben Adana Karaa\u011fa\u00e7 Cilt: 7 Say\u0131: 4 Y\u0131l: 2016 Sayfa: 67-77 ISSN: 1309-2448 DOI Numaras\u0131: 10.20409\/berj.2016422339 \u00d6z Bu \u00e7al\u0131\u015fman\u0131n amac\u0131 alt\u0131n piyasas\u0131n\u0131n kazand\u0131ran ve kaybettiren d\u00f6nemlerinin Markov rejim de\u011fi\u015fim modelleri ile belirlenmesidir. […]<\/p>\n

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