Conditional entropy distribution of Istanbul stock market value
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.
Year of publication: |
2010
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Authors: | Asma, Senay |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 17.2010, 17, p. 1709-1713
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Publisher: |
Taylor & Francis Journals |
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Conditional entropy distribution of Istanbul stock market value
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