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- W2516018023 abstract "In this study, we examined the fractal structure of the BIST100 index returns and volume during the period of 04.01.2000-19.03.2014. In the fractality tests we used long memory analysis and the fractal dimension calculation methods. Long memory analysis was conducted via Rescaled Range (R/S) analysis, Detrended Fluctuaiton Analysis (DFA) and Smith’s (2005) modified GPH analysis; fractal dimension calculations were performed with Box-Counting, Semi-Periodogram and Variogram methods. Results showed that all findings of the different methods consistent with each other, and there is no fractality in the BIST100 index returns and volume." @default.
- W2516018023 created "2016-09-16" @default.
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- W2516018023 date "2015-01-27" @default.
- W2516018023 modified "2023-09-25" @default.
- W2516018023 title "BİST100 Endeksi Fiyat ve İşlem Hacminin Fraktallık Analizi" @default.
- W2516018023 doi "https://doi.org/10.31671/dogus.2018.59" @default.
- W2516018023 hasPublicationYear "2015" @default.
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