Please use this identifier to cite or link to this item: https://hdl.handle.net/11499/47981
Full metadata record
DC FieldValueLanguage
dc.contributor.authorAnavatan A.-
dc.date.accessioned2023-01-09T21:31:07Z-
dc.date.available2023-01-09T21:31:07Z-
dc.date.issued2019-
dc.identifier.isbn9783631795705-
dc.identifier.isbn9783631795712-
dc.identifier.urihttps://hdl.handle.net/11499/47981-
dc.description.abstractThe aim of this study is to determine how the external influences such as an economic crisis change the behavior of the BIST 100 index between 04.01.1988-19.02.2019 by considering the chaotic characteristics of the series. Taking into account the chaotic features in explaining the behavior of the BIST 100 and examining the relationship between the periods of crisis according to these characteristics reveals a different aspect from the studies in the literature. It was found that the BIST 100 index had the chaotic properties and the entropy values could be used as a tool for detecting the beginning of crises. © Peter Lang AG 2019.en_US
dc.language.isoenen_US
dc.publisherPeter Lang AGen_US
dc.relation.ispartofSelected Topics in Applied Econometricsen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectBIST 100en_US
dc.subjectChaosen_US
dc.subjectEntropyen_US
dc.subjectFinancial crisisen_US
dc.subjectRecurrence analysisen_US
dc.titleAnalysis of the chaotic behavior for BIST 100en_US
dc.typeBook Parten_US
dc.identifier.startpage161en_US
dc.identifier.endpage173en_US
dc.relation.publicationcategoryKitap Bölümü - Uluslararasıen_US
dc.authorscopusid57239035200-
dc.identifier.scopus2-s2.0-85113838455en_US
dc.ownerPamukkale University-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextNo Fulltext-
item.cerifentitytypePublications-
item.openairetypeBook Part-
item.languageiso639-1en-
item.grantfulltextnone-
crisitem.author.dept08.08. Econometrics-
Appears in Collections:İktisadi ve İdari Bilimler Fakültesi Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
Show simple item record



CORE Recommender

Page view(s)

72
checked on Jan 21, 2025

Google ScholarTM

Check




Altmetric


Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.