A model proposal for the chaotic structure of Istanbul stock exchange

Publication:
A model proposal for the chaotic structure of Istanbul stock exchange

dc.contributor.author	İşeri, Müge
dc.contributor.author	Çağlar, Hikmet
dc.contributor.author	Çağlar, Nazan
dc.contributor.authorID	TR110809	tr_TR
dc.contributor.authorID	TR114368	tr_TR
dc.date.accessioned	2016-04-26T08:03:07Z
dc.date.available	2016-04-26T08:03:07Z
dc.date.issued	2008-06
dc.description.abstract	Chaos 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.issn	0960-0779
dc.identifier.scopus	2-s2.0-38649136952
dc.identifier.uri	http://hdl.handle.net/11413/1169
dc.identifier.wos	256729500032
dc.language.iso	en
dc.publisher	PERGAMON-ELSEVIER SCIENCE LTD, THE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND
dc.relation	CHAOS SOLITONS & FRACTALS	tr_TR
dc.subject	time-series	tr_TR
dc.subject	dynamics	tr_TR
dc.subject	dimension	tr_TR
dc.subject	zaman serisi	tr_TR
dc.subject	dinamik	tr_TR
dc.subject	boyut	tr_TR
dc.title	A model proposal for the chaotic structure of Istanbul stock exchange	tr_TR
dc.type	Article
dspace.entity.type	Publication
local.indexed.at	WOS
local.indexed.at	Scopus