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In this paper, we show that the application of different entropy methods for world indices. To do this, we use the world indices such as Istanbul Stock Indices (BIST 30), Brazil Index (Bovespa), Germany Index (DAX), Britain Index (FTSE100), South Korea (KOSPİ) , Japan Index (Nıkkei 225) , United States Index (SP 500) and China Index (SHANGAI) that have been investigated over all of 8 years (2010-2018). We obtain Shannon, Tsallis, Rényi and at last the approximate entropy. Consequently, we provide computational results for these entropies for weekly and monthly data.
PAPER REVISED: 2019-06-25
PAPER ACCEPTED: 2019-07-27
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THERMAL SCIENCE YEAR 2019, VOLUME 23, ISSUE Supplement 6, PAGES [S1849 - S1861]
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