Özet:

Having found a large scope of application in international literature in recent years, functional data analysis methods are used for the purpose of studying the functional data structures. In this study, closing price of the companies trading on İstanbul Stock Exchange and their trading volumes are turned into functional data and then the relationship between the aforementioned data sets is researched through functional canonical correlation analysis. Regarded as important indicators related to activities performed in the capital markets reveal the relationship between the closing prices and trading volumes, the market is very important for giving information about the structure. As a result of the analysis, closing price and trading volume, average functions with regard to data sets have been obtained and average change on trading volume has been seen the highest level in comparison to closing price. In the smoothing level of 0,01, functional canonical correlation coefficient has been measured as 0,88. This value indicates that there is a strong correlation among these two data sets.

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