Yayınlar

3 yayın bulundu

1. 2017
   Yalaman, A., Saleem, S.A.A., "Forecasting Emerging Market Volatility in Crisis Period: Comparing Traditional GARCH with High-Frequency Based Models", Global Financial Crisis and its Ramifications on Capital Markets: Opportunities and Threats in Volatile Economic Conditions, 475-492, 2017.

   Makale; Kitap Bölümü BKCI-SH Ekonomi ve Ekonometri Merkezi
2. 2017
   Saleem, S. A. A., Yalaman, A., "Jumps and Earnings Announcement: Empirical Evidence from An Emerging Market Using High Frequency Data", Risk Management, Strategic Thinking And Leadership In The Financial Services Industry: A Proactive Approach To Strategic Thinking, 211-223, 2017.

   Makale; Kitap Bölümü BKCI-SH Ekonomi ve Ekonometri Merkezi
3. 2016
   Yüncü, A., Akyıldırım, E., 'A Stochastic Model for Commodity Pairs Trading', Quantitative Finance, 16, 12, 1843-1857, 2016.

   Makale SCI-E Ekonomi ve Ekonometri Merkezi