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City characteristics, land prices and volatility
Titman, Sheridan; Zhu, Guozhong - In: Journal of urban economics 140 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015066345
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The Turkish stock market : the term structure of volatility and the month of the year effects
Balaban, Ercan - 1996
Persistent link: https://www.econbiz.de/10000960691
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An evaluation of equilibrium business cycle models in the presence of statistical nonlinearities
Valderrama, Diego - 2003
Persistent link: https://www.econbiz.de/10003624836
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The dynamic effect of exchange-rate volatility on Turkish exports : parsimonious error-correction model approach
Demirhan, Erdal; Demirhan, Banu - In: Panoeconomicus 62 (2015) 4, pp. 429-451
Persistent link: https://www.econbiz.de/10011347157
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Markov Switching Artificial Neural Networks and Volatility Modeling with an Application to a Turkish Stock Index
Bildirici, Melike - 2012
The study analyzes the family of regime switching GARCH neural network models, which allow the generalization of MS type RS-GARCH models to MS-GARCH-NN models by incorparating with neural network architectures with different dynamics and forecasting capabilities both in addition to the family of...
Persistent link: https://www.econbiz.de/10013103071
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Support Vector Machine GARCH and Neural Network GARCH Models in Modeling Conditional Volatility : An Application to Turkish Financial Markets
Bildirici, Melike - 2013
The Turkish version of this paper can be found at: "http://ssrn.com/abstract=2222071" http://ssrn.com/abstract=2222071The study aims to investigate linear GARCH, fractionally integrated FI-GARCH and Asymmetric Power APGARCH models and their nonlinear counterparts based on Support Vector...
Persistent link: https://www.econbiz.de/10013085814
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Koşullu Volatilitenin Modellenmesinde Destek Vektör Makinesi GARCH Modeli Ve Türk Finans Piyasaları Üzerine Bir Uygulama (Support Vector Machine GARCH Model in Modelling Conditiona...
Bildirici, Melike - 2013
The English version of this paper can be found at: "http://ssrn.com/abstract=2227747" http://ssrn.com/abstract=2227747Çalışma, temel GARCH modelinin Destek Vektör Makinesi ve Yapay Sinir Ağları ile iyileştirilmiş modellerin incelenerek GARCH modelinin tahmin performansının...
Persistent link: https://www.econbiz.de/10013086361
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Value at risk (VaR) analysis for fat tails and long memory in returns
Günay, Samet - In: Eurasian economic review : a journal in applied … 7 (2017) 2, pp. 215-230
Persistent link: https://www.econbiz.de/10011684346
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Informational Efficiency in Developing Equity Markets
McDermott, C. John - 1995
Jordan, Turkey and Pakistan over the period 1986–93. The analysis is carried out in two steps. The parameters of agents … negative shock to economic activity in the late 1980s caused agents to discount market fundamentals. For Turkey and Pakistan it …, although this lack of market depth did reduce in severity for Turkey over the sample period, as liberalization of financial …
Persistent link: https://www.econbiz.de/10014397956
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The micro-origins of business cycles : evidence from German metropolitan areas
Daniele, Federica; Stüber, Heiko - In: The review of economics and statistics 105 (2023) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10014293223