VOLATILITY IN OIL PRICES: MULTIVARIATE NONLINEAR FORECASTING
SOSYAL BİLİMLER ENSTİTÜSÜ, İSTANBUL BİLGİ ÜNİVERSİTESİ, 2007
HÜSEYİN SAYLAN
|
A novel multivariate stochastic volatility model and estimation with GPU computing
BİLİŞİM ENSTİTÜSÜ, İSTANBUL TEKNİK ÜNİVERSİTESİ, 2016
HALİL ERTÜRK ESEN
|
Effect of relative volatility on temperature based inferential control of ternary reactive distillation columns
FEN BİLİMLERİ ENSTİTÜSÜ, İSTANBUL TEKNİK ÜNİVERSİTESİ, 2010
DENİZHAN YILMAZ
|
The effects of investor sentiment on conditional volatility of asset returns: evidence from international stock markets
FEN BİLİMLERİ ENSTİTÜSÜ, İSTANBUL TEKNİK ÜNİVERSİTESİ, 2015
UTKU UYGUR
|
A novel multivariate stochastic volatility model and estimation with GPU computing
BİLİŞİM ENSTİTÜSÜ, İSTANBUL TEKNİK ÜNİVERSİTESİ, 2016
HALİL ERTÜRK ESEN
|
A Statistical Analysis of Intraday Liquidity Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange
METU Conference in Economics, Ankara/TÜRKİYE, 6 Eylül 2003
EKİNCİ CUMHUR ENİS
|
VPIN Measure on TURKDEX
Financial Engineering Conference, İzmir/TÜRKİYE, 20 Ekim 2011
TAYLAN ALİ SABRİ, CAN EMRE, YILDIRAK ŞAHAP KASIRGA, EKİNCİ CUMHUR ENİS
|
THE EFFECT OF FOREIGN EXCHANGE VOLATILITY ON BROKERAGE FIRMS’ REVENUE, EVIDENCE FROM TURKEY BETWEEN 2012-2016
Global Business Research Congress, Vol. 3, No. 1, 24 Mayıs 2017, s. 190-196
TAŞ OKTAY,ÇEVİKCAN GÖKBEN
|
Modeling the effects of investor sentiment and conditional volatility in international stock markets
Journal of Applied Finance and Banking, Vol. 2, No. 5, Şubat 2012, s. 239-260, ISSN: 1792-6580
UYGUR UTKU,TAŞ OKTAY
|
Stock market and macroeconomic volatility comparison an US approach
Quality & Quantity, Vol. 48, No. 1, Ocak 2014, s. 217-224, ISSN: 0033-5177
TAŞ OKTAY,TOKMAKÇIOĞLU KAYA
|
The impacts of investor sentiment on returns and conditional volatility of international stock markets
Quality & Quantity, Vol. 48, No. 3, Mayıs 2014, s. 1165-1179, ISSN: 0033-5177
UYGUR UTKU,TAŞ OKTAY
|
The Relationship Between Diversification and Volatility in the Share Prices: Evidence from BIST
Kırklareli Üniversitesi İİBF Dergisi, Vol. 6, No. 2, Eylül 2017, s. 102-120, ISSN: 2587-2052
TOKMAKÇIOĞLU KAYA
|
Stock Market and Macroeconomic Volatility Comparison An US Approach
Quality and Quantity, Vol. 48, No. 1, Ocak 2014, s. 217-224
TOKMAKÇIOĞLU KAYA,TAŞ OKTAY
|
Effect of relative volatility on the quantitative comparison of reactivedistillation and conventional multi unit systems
INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH, Vol. 43, No. 12, Ocak 2004, s. 3151-3162, ISSN: 0888-5885
KAYMAK DEVRİM BARIŞ,LUYBEN WİLLİAM L,SMİTH OLİVER J
|
The Effects of the Volatility Changes in Exchange Rates and Interest Rates from Historical Shocks on the Non-Performing Loans in Turkish Economy
Eurasian Econometrics, Statistics Empirical Economics Journal, Vol. 8, 2017, s. 1-20
AYDEMİR RESUL,GÜLOĞLU BÜLENT,SARIDOĞAN ERCAN
|
Volatility Transmission Among Latin American Stock Markets under structural breaks
Physica A Statistical Mechanics and its Applications, Vol. 462, 2016, s. 330-340
GÜLOĞLU BÜLENT,KAYA PINAR,AYDEMİR RESUL
|
Changes in Stock Price Volatility and Monetary Policy Regimes Evidence from Asian Countries
Emerging Markets Finance and Trade, Vol. 48, No. 0, Kasım 2012, s. 54-70, ISSN: 1540-496X
IVRENDİ MEHMET, GULOGLU BULENT
|
Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm
Journal of Computational and Applied Mathematics, Vol. 281, Haziran 2015, s. 126-134, ISSN: 0377-0427
DURAN AHMET,İZGİ BURHANEDDİN
|
Predicting Requirements Volatility: An Industrial Case Study
9th Workshop on Quantitative Approaches to Software Quality, 6 Aralık 2021, s. 51-59
HOLAT ANIL, TOSUN KÜHN AYŞE
|
Seasonality and the Relation between Volatility and Returns: Evidence from Turkish Financial Markets Stock Market Volatility
Londra/İNGİLTERE, 2009, s. 499-518, Chapman and Hall (CRC Press)
TAŞ OKTAY, EKİNCİ CUMHUR ENİS, İLTÜZER ZEYNEP
|