Ekonomi ve Ekonometri Merkezi

Yalaman, A., Saleem, S.A.A., "Forecasting Emerging Market Volatility in Crisis Period: Comparing Traditional GARCH with High-Frequency Based Models", Global Financial Crisis and its Ramifications on Capital Markets: Opportunities and Threats in Volatile Economic Conditions, 475-492, 2017.

Türkçe

Saleem, S. A. A., Yalaman, A., "Jumps and Earnings Announcement: Empirical Evidence from An Emerging Market Using High Frequency Data", Risk Management, Strategic Thinking And Leadership In The Financial Services Industry: A Proactive Approach To Strategic Thinking, 211-223, 2017.

Türkçe