Türkiye borsasi endeks getiri ve mutlak getiri serilerinde uzun-dönem baǧimlilik analizi

Translated title of the contribution: Long-term dependence analysis in index return and absolute return series of Turkish stock market

Cengiz Bektaş*, Süleyman Baykut, Tayfun Akgül

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

Abstract

This study analyzes the long-term dependence in daily index "Return" and "Absolute Return" series of ISE National-All, National-100, National-30 and additionally 17 sectoral indices of Turkish stock market. Long-term dependence can be measured by a single Hurst (H) or relatedly the fractional differencing parameter (d). The data are analyzed by using four different parameter estimation methods namely Wavelet Based Estimation Method, Periodogram Based Estimation Method, Kettani-Gubner Methods for SOSS processes and FARIMA (0, d, 0) processes. For the return series; long-term dependence is not observed in ISE National-All, National-100 and National-30 data. Long-term dependence is also not found in 13 of 17 sectoral index return series. Remaining 4 sectoral indices namely XFINK, XTRZM, XTEKS and XYORT are found long-term dependent. For the absolute return series; long-term dependence is found in all of the index data.

Translated title of the contributionLong-term dependence analysis in index return and absolute return series of Turkish stock market
Original languageTurkish
Title of host publication2007 IEEE 15th Signal Processing and Communications Applications, SIU
DOIs
Publication statusPublished - 2007
Event2007 IEEE 15th Signal Processing and Communications Applications, SIU - Eskisehir, Turkey
Duration: 11 Jun 200713 Jun 2007

Publication series

Name2007 IEEE 15th Signal Processing and Communications Applications, SIU

Conference

Conference2007 IEEE 15th Signal Processing and Communications Applications, SIU
Country/TerritoryTurkey
CityEskisehir
Period11/06/0713/06/07

Fingerprint

Dive into the research topics of 'Long-term dependence analysis in index return and absolute return series of Turkish stock market'. Together they form a unique fingerprint.

Cite this