| dc.contributor.author | Balcı, Mehmet Ali | |
| dc.contributor.author | Batrancea, Larissa M. | |
| dc.contributor.author | Akgüller, Ömer | |
| dc.contributor.author | Gaban , Lucian | |
| dc.contributor.author | Rus, Mircea-Iosif | |
| dc.date.accessioned | 2022-08-11T12:13:42Z | |
| dc.date.available | 2022-08-11T12:13:42Z | |
| dc.date.issued | 2022 | en_US |
| dc.identifier.citation | alcı, M.A.; Batrancea, L.M.; Akgüller, Ö.; Gaban, L.; Rus, M.-I.; Tulai, H. Fractality of Borsa Istanbul during the COVID-19 Pandemic.
Mathematics 2022, 10, 2503. https://doi.org/10.3390/math10142503 | en_US |
| dc.identifier.issn | 2227-7390 | |
| dc.identifier.uri | https://doi.org/10.3390/math10142503 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12809/10209 | |
| dc.description.abstract | Forecasting price changes is very important for the process of estimating and managing market risk in financial markets. Price changes in financial markets may also depend on non-market factors. Considering this situation, the study investigates the effect of the COVID-19 pandemic on Borsa Istanbul. It tackles changes in the fractal dimensions of the time series obtained with the daily closing prices of stocks traded on Borsa Istanbul (BIST). According to the results of the sector-based analysis, we found that fractal dimension changes were quite effective in price estimation. | en_US |
| dc.item-language.iso | eng | en_US |
| dc.publisher | MDPI | en_US |
| dc.relation.isversionof | 10.3390/math10142503 | en_US |
| dc.item-rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Financial markets | en_US |
| dc.subject | Time series analysis | en_US |
| dc.subject | Fractal dimension | en_US |
| dc.title | Fractality of Borsa Istanbul during the COVID-19 Pandemic | en_US |
| dc.item-type | article | en_US |
| dc.contributor.department | MÜ, Fen Fakültesi, Matematik Bölümü | en_US |
| dc.contributor.authorID | 0000-0003-1465-7153 | en_US |
| dc.contributor.authorID | 0000-0002-7061-2534 | en_US |
| dc.contributor.institutionauthor | Balcı, Mehmet Ali | |
| dc.contributor.institutionauthor | Akgüller, Ömer | |
| dc.identifier.volume | 10 | en_US |
| dc.identifier.issue | 14 | en_US |
| dc.relation.journal | MATHEMATICS | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
