Hisse Senedi Fiyatlarinin Benford Kanunu ve Uç Değer Dağilimlar ile İncelenmesi

Yıl 2024, Cilt: 5 Sayı: 2, 108 - 121, 28.11.2024

Hatice Nur Karakavak , Gamze Özel Kadılar

Öz

Bu çalışmada hisse senedi fiyatlarının analizinde Benford Kanunu ve uç değer dağılımları kullanılarak, hisse senedi işlem hacimlerinin zamansal değişimleri incelenmiştir. Benford Kanunu'nun veri setlerindeki ilk rakamların frekansını tahmin ederek anormallikleri saptama kabiliyeti, finansal verilerin doğruluğunu test etmede kullanılmıştır. Ayrıca, uç değer teorisiyle finansal piyasalardaki büyük dalgalanmalar ve nadir olaylar analiz edilerek risk yönetimi ve finansal modelleme için önemli bulgular sunulmuştur. Çalışmanın sonuçları, hisse senedi işlem hacimlerinin anormal hareketlerini ortaya koyarak, bu yöntemlerin finansal analizlerdeki etkinliğini göstermiştir.

Anahtar Kelimeler

Benford Kanunu, Uç Değer Dağılım, Blok Maksima, Finans

Kaynakça

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