Yazar "Arı, Yakup" için Araştırma Çıktıları (TR Dizin / Web of Science / Scopus / PubMed) listeleme
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Bayesian estimation of student-t garch model using lindley's approximation
Arı, Yakup; Papadopoulos, Alex (Acad Economic Studies, 2019)The dependency of conditional second moments of financial time series is modelled by Generalized Autoregressive conditionally heteroscedastic (GARCH) processes. The maximum likelihood estimation (MLE) procedure is most ... -
Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models
Arı, Yakup (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 ... -
From discrete to continuous: Garch volatility modeling of the Bitcoin
Arı, Yakup (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
Turhan, Miraç Savaş; Arı, Yakup (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 ... -
Örgütsel Ekoloji ve Kooperatif Örgütlenmeleri: Türkiye’de Tarım, Ormancılık ve Balıkçılık Sektörü Üzerine Bir Analiz
Turhan, Miraç Savaş; Arı, Yakup (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 ... -
TVP-VAR Based Carr-Volatility Connectedness: Evidence From The Russian-Ukraine Conflict
Arı, Yakup (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
Arı, Yakup (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 ...