Konu "GARCH" için İktisadi ve İdari Bilimler Fakültesi listeleme
Toplam kayıt 2, listelenen: 1-2
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Finansal Piyasalarda Volatilite Tahmini: Midas Regresyon Yöntemiyle Bir Uygulama
(Sosyal Bilimler Enstitüsü, 2021)This study presents a holistic approach to volatility forecasting. It covers a wide range of definitions, concepts and alternative estimation methods related to volatility forecasting. Not only evaluating the literature ... -
The Effects of Uncertainty in Energy Prices on the Economy of the Caspian Sea Countries: Evidences from Russia, Kazakhstan and Azerbaijan
(Sosyal Bilimler Enstitüsü, 2023-02-03)By taking into account the role of crude oil in the world economy, the prices of petrol become one of the main indicators of the economic growth. In addition, the uncertainty in the price of crude oil has various effects ...