FARKLI REGRESYON YÖNTEMLERİ İLE BETA KATSAYISI ANALİZİ

Year 2007, Volume: 21 Issue: 2, 29 - 38, 27.11.2010

M. Ensar Yeşilyurt Filiz Yeşilyurt

Abstract

Özellikle uzak verilere sahip veri setlerinin analiz edilmesinde en
küçük kareler tahmincilerinin kullanılması sapmalı sonuçlara yol açabilmektedir.
Bu durumda uzak verileri analiz dışında bırakan robust yöntemler önem
kazanmaya başlamıştır. Bu çalışmada hisse senedi getirileri kullanılarak en
küçük kareler ve robust analiz yöntemlerinden olan en küçük ortanca kareler
yöntemi karşılaştırılmıştır

Keywords

Robust, KOK, OLS, beta

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