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Toplam kayıt 5, listelenen: 1-5
BİST100 endeksi fiyat ve işlem hacminin fraktallık analizi
(2015)
Bu çalışmada 04.01.2000-19.03.2014 dönemi için BIST100 Endeksi'nin getirileri ve işlem hacminin fraktal yapısı incelenmiştir. Fraktallık testlerinde uzun dönemli bellek analizleri ve fraktal boyut hesaplama yöntemleri ...
Chaotic structure of the BRIC countries and Turkey’s stock market
(Econjournals, 2015)
In this study, the parameters of chaos are analyzed for the leading emerging stock markets: Brazil, Russia, India, China, and Turkey (BRIC-T). As chaos has properties such as nonlinearity, sensitivity to initial conditions, ...
Measuring the financial risk level in emerging and developed markets: Traditional and alternative methods
(Canadian Center of Science and Education, 2015)
In this study,we measured the financial risk levels of five emerging and five developed markets’ stock indexes using traditional and alternative models. We used the variance,semi-variance,beta,and downside beta,Gaussian ...
Stock market liquidity and O/N LIBOR rates: A study for PIGS countries and Turkey
(Mediterranean Center of Social and Educational Research, 2015)
During the mortgage crisis in 2008 there was a significant demand increase in the LIBOR market due to the shrinkage in commercial paper market and liquidity crunch. This study examines the relationship of stock market price ...
Power laws in financial markets: Scaling exponent H and alpha-stable distributions
(CIBER Institute, 2015)
In this study, we analyzed whether daily returns of Brent crude oil, dollar/yen foreign exchange, Dow&Jones Industrial Average Index and 12-month libor display power law features in the scaling exponent and probability ...