Yazar "Arı, Yakup" için WoS İndeksli Yayınlar Koleksiyonu 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 ... -
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 ...