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Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index

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dc.contributor.author İlalan, Deniz
dc.date.accessioned 2020-04-20T10:27:06Z
dc.date.available 2020-04-20T10:27:06Z
dc.date.issued 2016-11
dc.identifier.citation Ilalan, Deniz, "Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index", Chaos Solitons & Fractals, Vol. 92, pp. 137-141, (2016). tr_TR
dc.identifier.issn 0960-0779
dc.identifier.issn 1873-2887
dc.identifier.uri http://hdl.handle.net/20.500.12416/3390
dc.description.abstract This paper examines one of the vital technical analysis indicators known as the Elliott wave principle. Since these waves have a fractal nature with patterns that are not exact, we first determine the dimension of them. Our second aim is to find a linkage between Elliott wave principle and fractional Brownian motion via comparing their Hausdorff dimensions. Thirdly, we consider the Nikkei 225 index during Japan asset price bubble, which is a perfect example of an Elliott wave. (C) 2016 Elsevier Ltd. All rights reserved. tr_TR
dc.language.iso eng tr_TR
dc.publisher Pergamon-Elsevier Science LTD tr_TR
dc.relation.isversionof 10.1016/j.chaos.2016.09.018 tr_TR
dc.rights info:eu-repo/semantics/closedAccess tr_TR
dc.subject Elliott Wave tr_TR
dc.subject Hausdorff Dimension tr_TR
dc.subject Fractional Brownian Motion tr_TR
dc.title Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index tr_TR
dc.type article tr_TR
dc.relation.journal Chaos Solitons & Fractals tr_TR
dc.identifier.volume 92 tr_TR
dc.identifier.startpage 137 tr_TR
dc.identifier.endpage 141 tr_TR
dc.contributor.department Çankaya Üniversitesi, İktisadi ve idari bilimler Fakültesi, Bankacılık ve Finans Bölümü tr_TR


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