Bankacılık ve Finans Bölümü Yayın Koleksiyonu

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Author: search.filters.author.Ilalan, DenizScopus Q: search.filters.scopusQuartile.Q1

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  • Article
    Citation - WoS: 5
    Citation - Scopus: 6
    Elliott Wave Principle and the Corresponding Fractional Brownian Motion in Stock Markets: Evidence From Nikkei 225 Index
    (Pergamon-elsevier Science Ltd, 2016) Ilalan, Deniz
    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.