Yayın: CDS - Stock Market Chaotic Relationship - Turkish Stock Market Case
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Bölüm / Program
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
AMER INST PHYSICS
DOI
10.1063/1.5135466
Özet
In this paper, two important points will be investigated, if the variables have the chaotic behavior by LLE and Henon map and if they have chaotic causality by Hristu-Varsakelis and Kyrtsou causality test. It was determined the chaotic behavior of the Turkish stock market and CDS. We found the evidence of bi-directional causality between CDS and Bist-100.
Tanım
Dergi veya Seri
TURKISH PHYSICAL SOCIETY 35TH INTERNATIONAL PHYSICS CONGRESS (TPS35)
ISSN
0094-243X
ISBN
978-0-7354-1925-4