Access Statistics for Yakup ARI

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets 0 0 1 116 1 2 10 264
Continuous Modeling of Foreign Exchange Rate of USD versus TRY 0 0 0 11 1 1 4 64
Proceedings: 3rd International Conference on Food and Agricultural Economics: THE IMPACT OF EXCHANGE RATE VOLATILITY ON TURKEY’S LIVESTOCK IMPORTS 0 0 0 7 1 1 3 9
Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH 0 0 0 39 0 0 1 76
Total Working Papers 0 0 1 173 3 4 18 413


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BAYESIAN ESTIMATION OF THE PARAMETERS OF THE ARCH MODEL WITH NORMAL INNOVATIONS USING LINDLEY’S APPROXIMATION 0 0 0 31 0 0 3 112
Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models 0 0 1 1 0 1 9 14
Correction: The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries 0 1 2 3 0 2 6 9
TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict 1 2 3 7 1 4 9 18
TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries 0 0 1 1 0 2 7 14
The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey 0 0 0 2 1 1 5 11
The volatility connectedness among fertilisers and agricultural crop prices: Evidence from selected main agricultural products 0 0 2 2 0 3 11 15
The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries 0 1 3 3 0 2 7 9
Time-Varying Network Connectedness Between the Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables 0 0 0 0 0 1 5 7
USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR 0 0 1 92 3 6 15 200
Total Journal Articles 1 4 13 142 5 22 77 409


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Estimation of GARCH(1,1) Model Using Tierney-Kadane’s Approximation 0 0 1 2 0 0 3 27
Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework 0 0 0 0 0 1 3 20
Total Chapters 0 0 1 2 0 1 6 47


Statistics updated 2025-10-06