• ARDL Model Bounds Test Approach: The Case of Turkey 

      Özcan, Burcu (Fen Bilimleri Enstitüsü, 2017)
      In the econometric literature, ARDL bounds testing approach proposed by Pesaran and Shin [16], improved Pesaran et al. [17], and Toda-Yamamoto causality procedures [12] are widely used in empirical analysis because the ...
    • Evaluation of Panel Data Models and an Applıcatıon on Ise30 

      Ilıkkan, Eda Selin (Fen Bilimleri Enstitüsü, 2019)
      Panel data is the intersection of time series and cross-section data. The panel data defines change between units or the change in time for each unit, explains these variabilities by some other variables and estimates each ...
    • Ewma Control Charts For Skewed Dıstrıbutıons 

      Moustapha, Amınou Tukur (Fen Bilimleri Enstitüsü, 2020-09-30)
      The classic Shewhart control charts are generally used for monitoring the process mean and variability in the characteristics of a random quality variable of interest and are based on the normality assumptions. For skewed ...
    • THE IMPORTANCE OF FAT-TAILED AND SKEWED DISTRIBUTIONS IN MODELING VALUE-AT-RISK 

      Altun, Emrah (Fen Bilimleri Enstitüsü, 2018)
      Most of the Value-at-Risk models assume that financial returns are normally distributed, despite the fact that they are commonly known to be left skewed, fat-tailed and excess kurtosis. Forecasting Value-at-Risk with ...
    • THE IMPORTANCE OF FAT-TAILED AND SKEWED DISTRIBUTIONS IN MODELING VALUE-AT-RISK 

      Altun, Emrah (Fen Bilimleri Enstitüsü, 2018)
      Most of the Value-at-Risk models assume that financial returns are normally distributed, despite the fact that they are commonly known to be left skewed, fat-tailed and excess kurtosis. Forecasting Value-at-Risk with ...