| dc.contributor.author | Asma, Senay | |
| dc.date.accessioned | 2019-10-20T09:31:31Z | |
| dc.date.available | 2019-10-20T09:31:31Z | |
| dc.date.issued | 2010 | |
| dc.identifier.issn | 1350-4851 | |
| dc.identifier.uri | https://dx.doi.org/10.1080/13504850903136655 | |
| dc.identifier.uri | https://hdl.handle.net/11421/17716 | |
| dc.description | WOS: 000283690800013 | en_US |
| dc.description.abstract | In this study, the conditional distributions of Istanbul stock market value are obtained by using entropy optimization. The aim is to observe how the fluctuation of the conditional distributions changes according to different correlation values between the value of the firm and its stock price fluctuation. The entropy optimization problem, which is taken into account, is bivariate, so a geometric programming approach is used to convert it to a univariate problem. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Routledge Journals, Taylor & Francis LTD | en_US |
| dc.relation.isversionof | 10.1080/13504850903136655 | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.title | Conditional entropy distribution of Istanbul stock market value | en_US |
| dc.type | article | en_US |
| dc.relation.journal | Applied Economics Letters | en_US |
| dc.contributor.department | Anadolu Üniversitesi, Fen Fakültesi, İstatistik Bölümü | en_US |
| dc.identifier.volume | 17 | en_US |
| dc.identifier.issue | 17 | en_US |
| dc.identifier.startpage | 1709 | en_US |
| dc.identifier.endpage | 1713 | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
