Elliott Wave Principle and the Corresponding Fractional Brownian Motion in Stock Markets: Evidence From Nikkei 225 Index
| dc.contributor.author | Ilalan, Deniz | |
| dc.date.accessioned | 2020-04-20T10:27:06Z | |
| dc.date.accessioned | 2025-09-18T14:08:43Z | |
| dc.date.available | 2020-04-20T10:27:06Z | |
| dc.date.available | 2025-09-18T14:08:43Z | |
| dc.date.issued | 2016 | |
| dc.description | Ilalan, Deniz/0000-0002-0905-2304 | en_US |
| dc.description.abstract | 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. | en_US |
| dc.identifier.citation | Ilalan, 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.doi | 10.1016/j.chaos.2016.09.018 | |
| dc.identifier.issn | 0960-0779 | |
| dc.identifier.issn | 1873-2887 | |
| dc.identifier.scopus | 2-s2.0-84992524339 | |
| dc.identifier.uri | https://doi.org/10.1016/j.chaos.2016.09.018 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/13188 | |
| dc.language.iso | en | en_US |
| dc.publisher | Pergamon-elsevier Science Ltd | en_US |
| dc.relation.ispartof | Chaos, Solitons & Fractals | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Elliott Wave | en_US |
| dc.subject | Hausdorff Dimension | en_US |
| dc.subject | Fractional Brownian Motion | en_US |
| dc.title | Elliott Wave Principle and the Corresponding Fractional Brownian Motion in Stock Markets: Evidence From Nikkei 225 Index | en_US |
| dc.title | Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index | tr_TR |
| dc.type | Article | en_US |
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| gdc.author.id | Ilalan, Deniz/0000-0002-0905-2304 | |
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| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | [Ilalan, Deniz] Cankaya Univ, Dept Banking & Finance, Eskisehir Yolu 29 Km, TR-06530 Ankara, Turkey | en_US |
| gdc.description.endpage | 141 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
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| gdc.description.startpage | 137 | en_US |
| gdc.description.volume | 92 | en_US |
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