Showing 1 - 6 results of 6 for search '"The Nikkei"', query time: 0.03s Refine Results
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    Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine by Muhammad Ali, Dost Muhammad Khan, Muhammad Aamir, Amjad Ali, Zubair Ahmad

    Published 2021-01-01
    “…The datasets utilized in this study are the KSE-100 index of the Pakistan stock exchange, Korea composite stock price index (KOSPI), Nikkei 225 index of the Tokyo stock exchange, and Shenzhen stock exchange (SZSE) composite index for the last ten years that is from 2011 to 2020. …”
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  3. 3

    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert URAL

    Published 2009-12-01
    “…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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  4. 4

    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert Ural

    Published 2009-12-01
    “…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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  5. 5

    Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation by Isao Yagi, Shunya Maruyama, Takanobu Mizuta

    Published 2020-01-01
    “…A leveraged ETF is a fund aimed at achieving a rate of return several times greater than that of the underlying asset such as Nikkei 225 futures. Recently, it has been suggested that rebalancing trades of a leveraged ETF may destabilize the financial markets. …”
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  6. 6

    The Co-Movement between International and Emerging Stock Markets Using ANN and Stepwise Models: Evidence from Selected Indices by Dania Al-Najjar

    Published 2022-01-01
    “…This study examines the relationship between a developing stock exchange index, Amman Stock Exchange Index (ASEI), and the number of international indices, including S&P 500, NASDAQ, Nikkei, DAX, CAC, and HSI for 2008-2019. To validate the availability of the linkage between the indices, the author includes various tests of a correlation coefficient, stepwise regression analysis, and artificial neural network (ANN). …”
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