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Record W6989574418

Bile?ik ?nc? G?stergeler ve Borsa Endeksi ?li?kisinin Uluslararas? Boyutta ?ncelenmesine Y?nelik Bir Ara?t?rma

2015· article· tr· W6989574418 on OpenAlexaboutno aff

Bibliographic record

VenueDSpace Repository · 2015
Typearticle
Languagetr
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsComposite indexCointegrationStock exchangeIndex (typography)Stock market indexPanel dataFutures contractEconomic indicator
DOInot available

Abstract

fetched live from OpenAlex

Bu ?al??man?n amac? bile?ik ?nc? g?stergeler ve borsa endeksi ili?kisininuluslararas? boyutta incelenmesidir. Bile?ik ?nc? g?stergeler ekonominin gelecektekiy?n?n?n tahmininde kullan?lan ve bir?ok ?lke taraf?ndan referans kabul edilen birendekstir. ?al??mada dokuz Avrupa ?lkesi (?ngiltere, ?spanya, Hollanda, ?talya,Almanya, Fransa, Bel?ika, Avusturya, T?rkiye), be? Asya ?lkesi (Kore, Japonya,Endonezya, Hindistan, ?in), d?rt Amerika K?tas? ?lkesi (ABD, Kanada, Meksika,Brezilya) olmak ?zere on sekiz ?lkede bile?ik ?nc? g?stergelerle menkul k?ymet borsas?endeksleri aras?ndaki ili?ki ara?t?r?lacakt?r. Ara?t?rma verileri 2000:01-2010:12y?llar?n? kapsayan ayl?k verilere dayanmaktad?r. ?al??mada s?z konusu de?i?kenleraras?ndaki ili?kilerin incelenmesinde zaman serisi analizi, panel veri ve panele?b?t?nle?me analizleri kullan?lm??t?r. Analiz sonu?lar?, Almanya hari? t?m ?lkelerdeve t?m k?talarda bile?ik ?nc? g?stergelerin borsa endeksi ?zerinde anlaml? bir etkisininoldu?unu ve bu iki de?i?kenin uzun d?nemde ili?kili olduklar?n? g?stermektedir. The aim of this study is to investigate the relationship between stock exchangeindex and composite leading indicators in an international dimension. Compositeleading indicators is used to estimate the economy's futures direction and accepted as areference index by many countries. In this study, the relationship of composite leading indicators and stock exchange index is investigated in nine European Countries(England, Spain, Netherlands, Italy, Germany, France, Belgium, Austria, Turkey), fiveAsian Countries (Korea, Japan, Indonesia, India, China) and for Americas (USA,Canada, Mexico, Brazil).Research data is based on monthly data covering the period 2000:01-2010:12. Inthis study in assessing the relationships between these variables, time series analysis,panel data and panel cointegration analysis were used. Results of the analysis showthat composite leading indicators have a significant effect on the stock market index inall countries except Germany and in all continents and these two variables associatedwith in long-term.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.041
Threshold uncertainty score0.136

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0020.002
Scholarly communication0.0040.003
Open science0.0010.003
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0410.018

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.057
GPT teacher head0.237
Teacher spread0.180 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2015
Admission routes1
Has abstractyes

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