Estimating Probability Of Session Returns For Istanbul Stock Exchange 100 Index As Markov Chain Process

Year 2013, Volume: 22 Issue: 1, 501 - 512, 01.06.2013

Doç.dr.süleyman Bilgin Kılıç

Abstract

In this study I modeled session returns for the Istanbul Stock Exchange 100 ISE100 index as the eight discrete state Markov chain process in order to estimate session returns of the ISE100 index The model provides valuable signals to the investors about short run selling and buying investment strategies Keywords: ISE 100 Stock Returns Markov chains Conditional probability

Keywords

ISE 100, Stock Returns, Markov chains, Conditional probability

Estimating Probability Of Session Returns For Istanbul Stock Exchange 100 Index As Markov Chain Process

Abstract

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Keywords

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References

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