Yıl 2017, Cilt 6, Sayı 1, Sayfalar 11 - 18 2017-12-30

MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS

Hulya Basegmez [1] , Elif Cekici [2]

100 0

Purpose- The contribution of tourism sector to the national economy is crucial. But the sector has a structure which is always hold risks and uncertainties.  For this purpose, the distribution of daily trading volumes of the tourism companies that are located in the high-risk tourism sector and traded in BIST will be modelled.

Methodology- As the distribution of BIST Tourism trading volume data does not suitable for normal distribution, it is modeled by analyzing with stable distributions.

Findings- The parameters of stable distribution are estimated according to the quantiles method which one of the most used estimation methods.

Conclusion- Estimated parameter values show that the stable distributions can be used as an appropriate model for daily trading volume of BIST tourism index. 

Stable distributions, BIST, Symmetric stable distributions
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Konular Beşeri Bilimler, Ortak Disiplinler
Dergi Bölümü Makaleler
Yazarlar

Yazar: Hulya Basegmez

Yazar: Elif Cekici

Bibtex @araştırma makalesi { pap371878, journal = {PressAcademia Procedia}, issn = {}, eissn = {2459-0762}, address = {PressAcademia}, year = {2017}, volume = {6}, pages = {11 - 18}, doi = {10.17261/Pressacademia.2017.738}, title = {MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS}, key = {cite}, author = {Basegmez, Hulya and Cekici, Elif} }
APA Basegmez, H , Cekici, E . (2017). MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS. PressAcademia Procedia, 6 (1), 11-18. DOI: 10.17261/Pressacademia.2017.738
MLA Basegmez, H , Cekici, E . "MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS". PressAcademia Procedia 6 (2017): 11-18 <http://dergipark.gov.tr/pap/issue/33436/371878>
Chicago Basegmez, H , Cekici, E . "MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS". PressAcademia Procedia 6 (2017): 11-18
RIS TY - JOUR T1 - MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS AU - Hulya Basegmez , Elif Cekici Y1 - 2017 PY - 2017 N1 - doi: 10.17261/Pressacademia.2017.738 DO - 10.17261/Pressacademia.2017.738 T2 - PressAcademia Procedia JF - Journal JO - JOR SP - 11 EP - 18 VL - 6 IS - 1 SN - -2459-0762 M3 - doi: 10.17261/Pressacademia.2017.738 UR - http://dx.doi.org/10.17261/Pressacademia.2017.738 Y2 - 2019 ER -
EndNote %0 PressAcademia Procedia MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS %A Hulya Basegmez , Elif Cekici %T MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS %D 2017 %J PressAcademia Procedia %P -2459-0762 %V 6 %N 1 %R doi: 10.17261/Pressacademia.2017.738 %U 10.17261/Pressacademia.2017.738
ISNAD Basegmez, Hulya , Cekici, Elif . "MODELLING OF BIST TOURISM INDEX’S TRADING VOLUME WITH STABLE PARETIAN DISTRIBUTIONS". PressAcademia Procedia 6 / 1 (Aralık 2017): 11-18. http://dx.doi.org/10.17261/Pressacademia.2017.738