Fractality of Borsa Istanbul during the COVID-19 Pandemic

Fractality of Borsa Istanbul during the COVID-19 Pandemic

Forecasting price changes is very important for the process of estimating and managing market risk in financial markets. Price changes in financial markets may also depend on non-market factors. Considering this situation, the study investigates the effect of the COVID-19 pandemic on Borsa Istanbul....

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Bibliographic Details
Main Authors: Mehmet Ali Balcı, Larissa M. Batrancea, Ömer Akgüller, Lucian Gaban, Mircea-Iosif Rus, Horia Tulai
Format: Article
Language:English
Published: MDPI AG 2022-07-01
Series:Mathematics
Subjects:
fractal dimension
time series analysis
financial markets
Online Access:https://www.mdpi.com/2227-7390/10/14/2503

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