FARKLI REGRESYON YÖNTEMLERİ İLE BETA KATSAYISI ANALİZİ

Öz 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

Anahtar Kelimeler:

Robust, KOK, OLS, beta

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