TY - JOUR
TI - Volatility measurement of the world indices using different entropy methods
AU - Metin Karakaş Ayşe
JN - Thermal Science
PY - 2019
VL - 23
IS - 16
SP - 1849
EP - 1861
PT - Article
AB - 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.