ARAMA SONUÇLARI

Toplam 8 adet sonuçtan 8 tanesi görüntülenmektedir.

Bayesian estimation of stochastic tail index from high-frequency financial data

EMPIRICAL ECONOMICS, Vol. 61, No. 5, Ocak 2021, ISSN: 0377-7332

DOĞAN OSMAN, TAŞPINAR SÜLEYMAN, BERA ANİL K.

Data Quality Assessments for High-frequency Geoid Modeling in Turkey

GGHS2018-Gravity, Geoid and Height Systems-2, 17 Eylül 2018

EROL SERDAR,EROL BİHTER,IŞIK MUSTAFA SERKAN

Bihter Erol Özet Bildiri

Data Quality Assessments for High-frequency Geoid Modeling in Turkey

GGHS2018-Gravity, Geoid and Height Systems-2, 17 Eylül 2018

EROL SERDAR,EROL BİHTER,IŞIK MUSTAFA SERKAN

Serdar Erol Özet Bildiri

A Correlation Analysis of Order Aggressiveness

AFFI Meeting, Poitiers/FRANSA, 26 Haziran 2006

EKİNCİ CUMHUR

Data Quality Assessments for High-frequency Geoid Modeling in Turkey

GGHS2018-Gravity, Geoid and Height Systems-2, 17 Eylül 2018

EROL SERDAR,EROL BİHTER,IŞIK MUSTAFA SERKAN

A new approach for detecting high-frequency trading from order and trade data

Finance Research Letters, Vol. 24, Mart 2018, s. 313-320, ISSN: 1544-6123

EKİNCİ CUMHUR ENİS,ERSAN OĞUZ

Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets

Finance Research Letters, Vol. 31, Aralık 2019, s. 155-164, ISSN: 1544-6123

EKİNCİ CUMHUR ENİS,AKYILDIRIM ERDİNÇ,CORBET SHAEN

Bayesian Estimation of the Tail Index from High-Frequency Financial Data

20th International Symposium on Econometrics, Operations Research and Statistics, Ankara/TÜRKİYE, 12 Şubat 2020

DOĞAN OSMAN, TAŞPINAR SÜLEYMAN, BERA ANİL K.

Osman Doğan Özet Bildiri