This paper adopts a new approach called DECO-FIAPARCH model for estimating the optimal hedge ratio (HR) in Turkish Stock Index Futures market in the presence of asymmetry and long memory. The study covers the period from May 3, 2005 until April 4, 2019, total of 3,508 daily observations. The...

This study aims to analyze the volatility structure of Bitcoin returns, which became a popular investment after 2009. The Fractal Market Hypothesis (FMH) is chosen as the instrument to investigate the issue. By testing this hypothesis, the sudden price fluctuations in Bitcoin returns were tried...

The purpose of this paper is to measure the risks posed by the COVID-19 outbreak on financial market indicators, which caused uncertainty and fear all over the world. In the paper, the Fourier KPSS unit root test, which helps to measure structural breaks more precisely by means of the Fourier...

This study aims to analyze the volatility structure of Bitcoin returns, which became a popular investment after 2009. The Fractal Market Hypothesis (FMH) is chosen as the instrument to investigate the issue. By testing this hypothesis, the sudden price fluctuations in Bitcoin returns were tried...

The purpose of this paper is to measure the risks posed by the COVID-19 outbreak on financial market indicators, which caused uncertainty and fear all over the world. In the paper, the Fourier KPSS unit root test, which helps to measure structural breaks more precisely by means of the Fourier...

Turkish Abstract: Yaratıcı muhasebe hileleri ve finansal bilgilerin manipülasyonu, günümüzde birçok işletme paydaşını derinden etkilediğinden önemli bir konuma sahip olmuştur. Bu çalışmada öncelikle manipülasyon, hile,muhasebe manipülasyonu ve yaratıcı muhasebe hileleri...

The latest Global Economic Crisis and the latest Sovereign Crisis in the euro area have substantially deepened. Financial and economic conditions became a challenging matter for many investors and business organizations. The latest economic outlook is also prominent problem of researchers...