Research on Systemic Risk of the Turkish Banking Industry Based on a Systemic Risk Measurement Framework of the Fractional Brownian Motion

<div>The logarithmic histogram of stock prices of ALBRK/ISCTR/HALKB. The <i>y</i>-axis is the frequency, and the <i>x</i>-axis is the logarithmic return of the daily stock price.</div>

Discrete Dynamics in Nature and Society

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Figure 3

Figure 3: Research on Systemic Risk of the Turkish Banking Industry Based on a Systemic Risk Measurement Framework of the Fractional Brownian Motion 