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İMKB Piyasasındaki Volatilitenin Ve Asimetrik Fiyat Hareketlerinin Modellenmesi Ve Öngörülmesi : GARCH Uygulaması (Modelling and Forecasting of Volatility and Asymmetrical Price Mo...

Mazibas, Murat - 2017

the evaluation of the forecast performance of the models. By comparing the volatility forecasts of the models with the … results. For the daily forecasts, ARCH type models are inadequate in modeling the high degree of volatility in daily data. For … daily and weekly forecasts, the asymmetric GARCH model emerged as the best performing model …

Persistent link: https://www.econbiz.de/10012951155

IMKB Piyasalarındaki Volatilitenin Modellenmesi ve Öngörülmesi : Asimetrik GARCH Modelleri Ile Bir Uygulama (Modeling and Forecasting Volatility in Istanbul Stock Exchange Markets:...

Mazibas, Murat - 2017

forecasts have been compared with realized volatility for the forecast period. To evaluate the performance of each model … demonstrated the existence of asymmetry and leverage effects in daily, weekly and monthly market data. In model forecasts, it has … been found that weekly and monthly forecasts are more precise than daily forecasts. Moreover, it has also been found that …

Persistent link: https://www.econbiz.de/10012951259

Can Consumer’s Purchases Be Forecasted By Google Search Trends Data : An Online Retailing Sector Application (Google Arama Trendi Verileriyle Tüketicilerin Harcama Niyetleri Öngörü...

Zeybek, Omer; Ugurlu, Erginbay; YÜCEOĞLU, Birol - 2022

forecasting models on sales figures of a leading online supermarket brand in Turkey. The first model forecasts online sales by …

Persistent link: https://www.econbiz.de/10013291419

Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10013373850

Enflasyon dinamiklerindeki değişim: döviz kuru geçişkenliği güçleniyor mu?

Kara, Hakan; Sarıkaya, Çağrı - 2021

Persistent link: https://www.econbiz.de/10012694646

Dolarizasyon Endeksleri : Turkiye’deki Dolarizasyon Surecine Iliskin Gostergeler

Akinci, Ozge; Ozer, Yasemin Barlas; Usta, Bulent - Türkiye Cumhuriyet Merkez Bankası - 2005

Dollarization, which can be considered as a wide-spread characteristic of the emerging market economies, is caused by economic units’ holding assets in foreign currency to prevent the value of their financial assets from the risk of devaluation of the national currency and to diversify their...

Persistent link: https://www.econbiz.de/10005689749

Hi̇sse Senedi̇ Geti̇ri̇ Modelleri̇nde Hatalar (Errors in Equity Return Models)

Karabay,PhD, Alper - 2019

Turkish Abstract: Bu çalışmada, hisse senedi getiri modellerinde yapılan hatalara dikkat çekmek ve sonraki çalışmalarda bu hataların tekrarlanmasını önlemek amaçlanmıştır. Hisse senedi getirilerini veya fiyatlarını açıklamayı amaçlayan modelleri öneren çalışmalar...

Persistent link: https://www.econbiz.de/10012868075

Inflation Targeting and Inflation Forecasting in Turkey (Türkiye’de Enflasyon Hedeflemesi ve Enflasyonun Öngörüsü)

Ugurlu, Erginbay - 2019

forecasts of Turkey inflation in the coming three-month horizon using 2003:01-2008:02 monthly data. For this purpose; this paper …

Persistent link: https://www.econbiz.de/10012859928

Do Monetary Policy Measures Affect Foreign Exchange Rates during the COVID-19 Pandemic? Evidence from Turkey

Kartal, Mustafa Tevfik; Depren, Özer; Depren, Serpil Kilic - 2021

English Abstract: The study examines how foreign exchange (FX) rates in Turkey are affected by the pandemic considering the impacts of monetary policy responses to the pandemic. Selected FX rates are examined by using 10 independent variables containing monetary policy indicators and the...

Persistent link: https://www.econbiz.de/10013213785

Izmir Küçük, Orta ve Büyük Ölçekli Imalat sanayinde Üretim Etkinligi ve Toplam Faktör Verimliligi Analizi

Deliktas, Ertugrul - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2006

(This paper is in Turkish) This paper based on three-digit (international standard industrial classification, ISIC-Rev.3) panel data over the 1991-2000 period measures technical efficiency and total factor productivity growth in the public and privately owned manufacturing sub-sectors in Ýzmir...

Persistent link: https://www.econbiz.de/10005730916