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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.authorİlalan, Deniz
dc.date.accessioned2020-04-20T10:27:06Z
dc.date.available2020-04-20T10:27:06Z
dc.date.issued2016
dc.departmentÇankaya Üniversitesi, İktisadi ve idari bilimler Fakültesi, Bankacılık ve Finans Bölümüen_US
dc.description.abstractThis 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.en_US
dc.description.publishedMonth11
dc.identifier.citationIlalan, 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).en_US
dc.identifier.doi10.1016/j.chaos.2016.09.018
dc.identifier.endpage141en_US
dc.identifier.issn0960-0779
dc.identifier.issn1873-2887
dc.identifier.startpage137en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12416/3390
dc.identifier.volume92en_US
dc.language.isoenen_US
dc.publisherPergamon-Elsevier Science LTDen_US
dc.relation.ispartofChaos Solitons & Fractalsen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectElliott Waveen_US
dc.subjectHausdorff Dimensionen_US
dc.subjectFractional Brownian Motionen_US
dc.titleElliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 indextr_TR
dc.titleElliott Wave Principle and the Corresponding Fractional Brownian Motion in Stock Markets: Evidence From Nikkei 225 Indexen_US
dc.typeArticleen_US
dspace.entity.typePublication

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