Chaoticity in the time evolution of foreign currency exchange rates in Turkey

被引：0

作者：

Cakar, O. ^{[2
]}

Aybar, O. O. ^{[2
,3
]}

Hacinliyan, A. S. ^{[1
,2
,3
]}

Kusbeyzi, I. ^{[2
,3
]}

机构：

[1] Yeditepe Univ, Dept Phys, Istanbul, Turkey

[2] Yeditepe Univ, Dept Informat Syst & Technol, Istanbul, Turkey

[3] Gebze Inst Technol, Dept Math, Kocaeli, Turkey

来源：

CHAOS THEORY: MODELING, SIMULATION AND APPLICATIONS | 2011年

关键词：

financial markets; time series analysis; detrended fluctuation analysis; r/s analysis on noisy data;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Tools from chaos theory that have found recent use in analysing financial markets have been applied to the US Dollar and Euro buying and selling rates against the Turkish currency. The reason for choosing the foreign exchange rate in this analysis is the fact that foreign currency is an indicator of not only the globalization of economy but also savings and investment. In order to test the globality assumption and to ascertain the degree of involvement of local conditions in Turkey, the Euro and US dollar exchange rates have been subjected to the same analysis.

引用

页码：127 / 134

页数：8

共 13 条

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