Inflation compensation derived from nominal and real bond yields contains market based, real time information regarding … the inflation expectations and the pricing of inflation risks. In this study, we calculate inflation compensation by … estimating nominal and real yield curves for Turkish data. Event studies on inflation compensation calculated by using yield …

), 2003-2004 yıllarına ait veriler ise modellerin öngörü (forecast) performanslarının değerlendirilmesinde kullanılmıştır … the evaluation of the forecast performance of the models. By comparing the volatility forecasts of the models with the … observed volatility of the out-of-sample period, we evaluate the forecast performance of the models. In the evaluations, we use …

tahmininde (estimation), 2004 yılına ait veriler ise modellerin öngörü (forecast) performanslarının değerlendirilmesinde … the second part is for the evaluation of forecast accuracy. In order to assess the forecast accuracy of each model, model … forecasts have been compared with realized volatility for the forecast period. To evaluate the performance of each model …