Signals of Chaotic Behavior in Middle Eastern Stock Exchanges

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dc.contributor.authorHacinliyan, Avadis Simon
dc.contributor.authorAybar, Orhan Ozgur
dc.contributor.authorAybar, Ilknur Kusbeyzi
dc.contributor.authorKulali, Mustafa
dc.contributor.authorKaraduman, Seyma
dc.date.accessioned2025-10-29T11:33:26Z
dc.date.issued2013
dc.departmentFakülteler, İşletme Fakültesi, İşletme Bölümü
dc.description4th International Interdisciplinary Chaos Symposium on Chaos and Complex Systems -- APR 29-MAY 02, 2012 -- Antalya, TURKEY
dc.description.abstractThis study involves analysis of financial time series using nonlinear data analysis methods involving chaos and fractal analysis methods such as R/S, DFA, attractor reconstruction using phase space representation, delay coordinates, mutual information, false nearest neighbors (henceforth referred to as FNN) and maximal Lyapunov exponents. A reparametrization of the Lyapunov exponent analysis that is addressed towards the aliasing effect frequently seen in economic time series has also been used.
dc.identifier.doi10.1007/978-3-642-33914-1_48
dc.identifier.endpage356
dc.identifier.isbn978-3-642-33914-1
dc.identifier.issn#DEĞER!
dc.identifier.orcid0000-0001-8353-2106
dc.identifier.startpage353
dc.identifier.urihttps://doi.org/10.1007/978-3-642-33914-1_48
dc.identifier.urihttps://hdl.handle.net/20.500.14854/12416
dc.identifier.wosWOS:000346925200048
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.language.isoen
dc.publisherSpringer-Verlag Berlin
dc.relation.ispartofChaos and Complex Systems
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WOS_20251020
dc.titleSignals of Chaotic Behavior in Middle Eastern Stock Exchanges
dc.typeConference Object

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