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Journals / AJIT-e: Bilişim Teknolojileri Online Dergisi / 2015 / Cilt: 6 - Sayı: 18

Fractal analysis of stock exchange indices in Turkey

A. S. HACINLIYAN
Engin KANDIRANI
Pages
7–19
Publication Date
2022-10-11
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

To beable to analyze monofra ctality of given indices we are going to use Higuchi and Katz methods.In addition to this, we analyze the chaotic behavior of the investigated indices using RescaledRange Analysis(R/S) and Detrended Fluctuation Analysis (DFA).

📌 3 Key Takeaways

🎯
Objective & Hypothesis:The purpose of this study is to investigate possible fractal behavior in Istanbul Stock Exchange(BIST) indices.
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Key Findings & Data:In particular evidence of chaotic and fractal behavior will be presented.
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Conclusion & Impact:To beable to analyze monofra ctality of given indices we are going to use Higuchi and Katz methods.In addition to this, we analyze the chaotic behavior of the investigated indices using RescaledRange Analysis(R/S) and Detrended Fluctuation Analysis (DFA).
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

The purpose of this study is to investigate possible fractal behavior in Istanbul Stock Exchange(BIST) indices. In particular evidence of chaotic and fractal behavior will be presented. To beable to analyze monofra ctality of given indices we are going to use Higuchi and Katz methods.In addition to this, we analyze the chaotic behavior of the investigated indices using RescaledRange Analysis(R/S) and Detrended Fluctuation Analysis (DFA).

Özet

Bu çalışmanın amacı İstanbul Menkul Kıymetler Borsası endekslerindeki muhtemel fractaldavranışları araştırmaktır.Özellikle, kaotik ve fraktal davranışların kanıtlarıverilecek tir.Verilen endekslerin monofraktal davranışlarını analiz etmek için Higuchi ve Katzmetodlarını kullanacağız. Buna ek olarak,araştırılan endekslerin kaotik davranışlarınıincelemek amacıyla Dönüştürülmüş Genişlik (R/S) ve Arındırlmış Dalgalanma (DFA)Analizleri kullanılmıştır.

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Cite This Article

HACINLIYAN, A. S., KANDIRANI, E. (2022). Fractal analysis of stock exchange indices in Turkey. AJIT-e: Bilişim Teknolojileri Online Dergisi, Cilt: 6 - Sayı: 18, 7–19. https://ajindex.com/articles/431560

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References (7)

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