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Toplam kayıt 7, listelenen: 1-7
From discrete to continuous: Garch volatility modeling of the Bitcoin
(Ege Akademik Bakış, 2022)
The aim of the study is to determine the most appropriate discrete model for the volatility of Bitcoin returns using the discretetime GARCH model and its extensions and compare it with the Lévy-driven continuous-time GARCH ...
Organizational foundings, disbandings and the Covid-19 pandemic: Evidence from the Turkish construction sector
(2021)
Purpose: The present study aims to understand the effect of the macro-level economic phenomena observed within a specific time interval on the founding (birth) and disbanding (deaths) of organizations in the construction ...
Engle-Granger Cointegration Analysis Between Garch-Type Volatilities of Gold and Silver Returns
(2021)
The aim of this study is to reveal the cointegration relationship between the
volatility of silver and gold returns. For this purpose, the volatility of silver
and gold returns is modeled with GARCH-type models. The ...
Örgütsel Ekoloji ve Kooperatif Örgütlenmeleri: Türkiye’de Tarım, Ormancılık ve Balıkçılık Sektörü Üzerine Bir Analiz
(2021)
Bu çalışmada, örgütsel ekoloji yaklaşımının sağladığı kuramsal altyapı çerçevesinde, belirli bir zamanaralığı içerisinde gözlemlenen makro düzeydeki ekonomik olguların Türkiye'de tarım, ormancılık vebalıkçılık sektöründe ...
Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models
(2022)
This paper aims to make a comparison between range-based and return-based volatility models. For this purpose, we compare the Conditional Autoregressive Range (CARR) type and Generalized Autoregressive Conditional ...
TVP-VAR Based Carr-Volatility Connectedness: Evidence From The Russian-Ukraine Conflict
(2022)
This paper aims to examine the spillover between volatilities obtained from the Conditional Autoregressive Range (CARR) process with the Time-Varying Parameter Vector Autoregressive (TVP-VAR) based Diebold-Yilmaz approach. ...
Volatility Spillovers Effect Analysis During Covid-19 Period Using Ewma Model: The Case of Health Sector Stocks in Ise
(2021)
The importance of the health sector is once again understood by the emergence of the Covid-19 pandemic. The purpose of this study is to examine the volatility spillover effect between health sector stocks traded in Istanbul ...