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

Table 4

Changes in assets value with Hurst index .

	Change range of (%)	Asset value	Range of change in assets	Hurst index elasticity of asset value
0.34175222	−50	3.62282 E+11	−0.0038141	0.0076282
0.45566962	−30	3.62797 E+11	−0.0023978	0.0079927
0.51262832	−10	3.62779 E+11	−0.0024491	0.0244910
0.56958703	0	3.63669 E+11	0	—
0.62654573	10	3.637 E+11	0.0000852	0.0000852
0.74046313	30	3.63707 E+11	0.0001045	0.0003483
0.85438054	50	3.63746 E+11	0.0002117	0.0004235