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A model proposal for the chaotic structure of Istanbul stock exchange

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dc.contributor.authorİşeri, Müge
dc.contributor.authorÇağlar, Hikmet
dc.contributor.authorÇağlar, Nazan
dc.contributor.authorIDTR110809tr_TR
dc.contributor.authorIDTR114368tr_TR
dc.date.accessioned2016-04-26T08:03:07Z
dc.date.available2016-04-26T08:03:07Z
dc.date.issued2008-06
dc.description.abstractChaos theory is considered a novel way of understanding the behaviour of nonlinear dynamic systems. It is well known that the evaluation of chaotic systems is dependent on initial conditions since exponential growth error is a common characteristic. This present paper evaluates the effects of a nonlinear dynamic system in Istanbul Stock Exchange, based on time series. The reliability of predicting stock behaviour depends on this fact. In other words, the aim is to prove that if ISE daily index return shows chaotic behaviour. (C) 2006 Elsevier Ltd. All rights reserved.tr_TR
dc.identifier.issn0960-0779
dc.identifier.scopus2-s2.0-38649136952
dc.identifier.scopus2-s2.0-38649136952en
dc.identifier.urihttp://hdl.handle.net/11413/1169
dc.identifier.wos256729500032
dc.identifier.wos256729500032en
dc.language.isoen_UStr_TR
dc.publisherPERGAMON-ELSEVIER SCIENCE LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLANDtr_TR
dc.relationCHAOS SOLITONS & FRACTALStr_TR
dc.subjecttime-seriestr_TR
dc.subjectdynamicstr_TR
dc.subjectdimensiontr_TR
dc.subjectzaman serisitr_TR
dc.subjectdinamiktr_TR
dc.subjectboyuttr_TR
dc.titleA model proposal for the chaotic structure of Istanbul stock exchangetr_TR
dc.typeArticle
dspace.entity.typePublication
local.indexed.atscopus
local.indexed.atwos

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