• Time Series Econometrics

  • Lévy Processes, Stochastic Volatility Modeling

  • Bayesian Approach in Statistics and Econometrics

  • Probability and Statistics in Engineering, Social Sciences and Medicine



  • ÇIFTÇI A. and ARI Y. (2019). An Empirical Study on Housing Prices: The Case of Alanya. The Journal Of Çukurova University Economics And Administrative Sciences, 23 (2), 229-248. (Copernicus)

  • ARI Y.,Papadopoulos A. (2019).  Bayesian Estimation of Student-t GARCH Model Using Lindley’s Approximation.  Economic Computation And Economic Cybernetics Studies And Research, 53(1/2019), 75-88., Doi: 10.24818/18423264/ SSCI

  • Ari Y., Papadopoulos S. A. (2016). “Bayesian estimation of the parameters of the ARCH model with Normal Innovations using Lindley’s approximation”,  Journal of Economic Computation and Economic Cybernetics Studies and Research, issue 4-2016, Vol. 50, pp. 217-234, SSCI

  • Ari Y., G. Ünal, (2011). “Continuous Modelling of Foreign Exchange Rate of USD versus TRY”, International Journal of Economics and Finance Studies Vol.3, No.11, pp.251-261, (ECONLIT)




  • Ari Y. (2021).” USING COGARCH FILTERED VOLATILITY IN MODELLING WITHIN ARDL FRAMEWORK, Book Chapter in: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, Springer International Publishing, ISBN:978-3-030-54107-1.

  • Ari Y. (exp.2021).” A Statistical Approach to the Urbanization: The Case of Turkey”, Book Chapter In : Developing Statistical Practice and Collaboration in Developing Countries. LISA 2020 Global Network Book Project (Forthcoming)

  • Ari Y. (2020). “Volatility Transmission Model Using Dcc-Garch Representation”, Book Chapter in : Studies at the Crossroads of Management & Economics, pp.237-250.ISBN: 978-1-912503-92-6 IJOPEC Publication.

  • Ari Y. (2020). “Impact of Volatility of the USD-TRY Forex Rate on Imports to Turkey from Central Asia”, Book Chapter in : Economic, Educational, and Touristic Development in Asia. pp. 70-89, DOI: 10.4018/978-1-7998-2239-4.ch004,IGI Global.

  • Ari Y. (2019).  “COGARCH MODELS: An Explicit Solution to the Stochastic Differential Equations for Variance”, Book Chapter in :Emerging Applications of Differential Equations and Game Theory, pp.79-97, DOI: 10.4018/978-1-7998-0134-4.ch005. IGI Global.

  • Ari Y. (2018).  "Bayesian Estimation of GARCH(1,1) Model Using Tierney-Kadane’s Approximation". Book chapter in: Advances in Time Series Data Methods in Applied Economic Research. Springer International Publishing. DOI: 10.1007/978-3-030-02194-8

  • Yilmaz G. and Ari Y. (2018).“Analysing the Effect of the Increase in Corporation Tax Rate on Corporation Tax Revenues via Multiple Regression with Dummy Variables”, Book Chapter in :Political Economy of Labour, Income Distribution & Exclusion,pp.95-110. ISBN: 978-1-912503-63-6, IJOPEC Publication



  • ARI Y. (2020). NONLINEAR MODELLING OF BIST-100 INDEX RETURNS VIA TAR AND MARKOV-SWITCHING MODELS. ICOAEF VII International Conference on Applied Economics and Finance, 50-60. (Full Paper / Oral Presentation)

  • KOTOKO A.A., ARI Y. (2020 ) , AN EMPIRICAL STUDY ON TURKEY AND CEMAC TRADE RELATIONS USING GARCH VOLATILITY AND ARDL COINTEGRATION International African Conference on Current Studies of Science, Technology and Social Sciences. (Full Paper / Oral Presentation) 

  • ARI Y. (2019). The Impact of the COGARCH Filtered Forex Volatility on BIST-100 Index. ICOAEF VI International Conference on Applied Economics and Finance, 137-149. (Full Paper / Oral Presentation) (Publication No: 5640219)

  • ÇİFTÇİ A., ARI Y. (2019). THE HOUSING PRICES in ALANYA: A HEDONIC PRICING MODEL APPLICATION. III. International Symposium on Economics, Finance and Econometrics, 16-24. (Full Paper / Oral Presentation) (Publication No: 5442309)

  • ARI Y. (2019). MULTIVARIATE GARCH MODEL VIA CHOLESKY DECOMPOSITION. III. International Symposium on Economics, Finance and Econometrics, 98-109. (Full Paper / Oral Presentation) (Publication No: 5442276)

  • ARI Y. , TOKTAŞ YILMAZ (2019). The Impact of Exchange Rate Volatility on Turkey’s Livestock Imports. International Conference on Food and Agricultural Economics, 370-381. (Full Paper / Oral Presentation) (Publication No: 5082781)

  • ÇİFTÇİ A., ARI Y.(2019). Cointegration and VECM Analysis on the Number of Houses Sold to Foreigners in Antalya Province. VI. INTERNATIONAL SOCIAL, HUMAN AND ADMINISTRATIVE SCIENCES SYMPOSIUM, 1 (1), 479-488. (Full Paper / Oral Presentation) (Publication No: 5021566)

  • YILMAZ G., ARI Y.(2018). AN EMPIRIC ANALYSIS ON CORPORATE TAX REVENUES. 9. International Conference on Political Economy, 1 (26), 145-160. (Full Paper / Oral Presentation) (Publication No: 4355173)

  • ARI Y. (2018). Bayesian Estimation of GARCH (1,1) Model Using Tierney-Kadane’s Approximation. International Conference on Applied Economics, 355-364., Doi: 10.1007 / 978-3-030-02194-8 (Full Paper / Oral Presentation) (Publication No: 4594435)

  • ARI Y., Papadopoulos A. (2016). Bayesian Estimation of Student-t GARCH Model using Lindley’s Approximation. 17th International Symposium on Econometrics, Statistics and Operations Research, 34-36. (Abstract Paper / Oral Presentation) (Publication No: 4355177)

  • ARI Y., Papadopoulos A. (2015). Bayesian Estimation of the Parameters of the ARCH Model using Lindley’s Approximation. The International 9th ​​Bi-Annual Statistics Congress, 15-16. (Abstract Paper / Oral Presentation) (Publication No: 4355180)

  • ARI Y., Yıldırım Y., Bayracı S. (2012). Long-Memory Financial Time Series Modeling of the ISE100 Index. 8. World Congress in Probability and Statistics (Abstract Paper / Poster) (Publication No: 4355219)

  • ARI Y.(2012). Volatility Modeling of Foreign Exchange Rate: Discrete GARCH Family versus Continuous GARCH. 13th International Symposium on Econometrics, Statistics and Operations Research 2012 (Full Paper / Oral Presentation) (Publication No: 4355184)

  • Bayracı S., Yıldırım Y., ARI Y. (2011). Stochastic Volatility Modeling in Istanbul Stock Exchange: Heston Model etc. COGARCH (1.1. International Conference on Mathematical Finance and Economics (Abstract Paper / Oral Presentation) (Publication No: 4355228)

  • Bayracı S., ARI Y., Yıldırım Y. (2011). A Vector Auto-Regressive (VAR) Model For The Turkish Financial Markets. 12th International Symposium on Econometrics, Statistics and Operations Research 2011, 752-767. (Full Paper / Oral Presentation) (Publication No: 4355193)

  • ARI Y., ÜNAL G. (2011). Continuous Modeling of Foreign Exchange Rate of USD versus TRY. International Conference on Economics and Finance (Abstract Paper / Oral Presentation) (Publication No: 4355188)



  • Ari Y. “From Discrete to Continuous: GARCH Volatility Modeling of The Bitcoin.” (ESCI – submitted – exp 2021)

  • Ari Y., “Engle-Granger Cointegration Analysis Between GARCH-Type Volatilities of Gold and Silver Returns.” (ULAKBİM – submitted – exp 2021)

  • Kotoko A.A and Ari Y. “The Impact of GARCH Volatility of FOREX on The Trade Relations Between Turkey and CEMAC: An ARDL Bounds Test Approach.” (ULAKBİM – submitted – exp 2021)

  • Methodologies and Applications of Computational Statistics for Machine Intelligence, Bölüm adı:(Continuous Autoregressive Moving Average Models: From Discrete AR to Lévy-Driven CARMA Models) (2021)., ARI YAKUP,  IGI Global,

  • Methodologies and Applications of Computational Statistics for Machine Intelligence, Bölüm adı:(LONG MEMORY MODELS FOR TIME SERIES: The Comparison of Short-Memory and Long-Memory GARCH Models) (2021)., ARI YAKUP,  IGI Global,

  • App and Website Accessibility Developments and Compliance Strategies, Bölüm adı:(A Statistical Analysis for The Accessibility of Electronic Data Delivery System of The Central Bank of The Turkish Republic) (2021)., ARI YAKUP,  IGI Global



  • “Recent Bayesian Estimation Methods for GARCH Models”, Warsaw University of Life Sciences. [July 2018]

  • “Parametric versus Non-parametric Tests in Hypothesis Testing”, invited lecturer to Research Methods for Psychology, Yeditepe University. [July 2015]

  • “Statistical Methods in Language Development Studies”, SDU [Feb 2014]

  • “Stochastic Calculus and Stochastic Differential Equations”, Financial Economics Graduate Programme, Yeditepe University. [Oct 2008]

  • “The Basics of Financial Mathematics”, Financial Economics Graduate Programme, Yeditepe University. [Sep 2008]



  • “Lectures on Lévy Processes and Stochastic Calculus” by Professor David Applebaum, 5th-9th Dec 2011, Koç University, Istanbul, Turkey.

  •  “V. Student Recruitment Workshop”, Foreign Economic Relations Board (DEIK) / Higher Education Business Council (EEIK), Istanbul, Turkey.  [May, 2017]




§   AJournal of Applied Statistics – (SCI) – referee

§   Advances in Meteorology  – (SCI-E) – referee

§   International Journal of Accounting and Information Management – (SSCI) – referee

§   Children and Youth Services Review – (SSCI) – referee

§   TUBITAK Turk Journal Electric Engineering & Computer Science – (SCI-E) – referee

§   Journal of Agricultural Science and Technology – (SSCI) – referee

§   Journal of Çukurova University Faculty of Economics and Administrative Sciences – referee

§   International Journal of Food and Agricultural Economics – referee

§   Pakistan Journal of Social Sciences – referee

§   Alanya Academic Review – (ULKABİM) – referee

§  Journal of Life Economics – referee

§   Journal of Selçuk University Social Sciences Vocational School – referee

§   The Journal of International Lingual Social and Educational Sciences – referee

§   Pamukkale University Journal of Social Sciences Institute – (ULKABİM) – referee

§   Istanbul Gelisim University Journal of Social Sciences – (ULKABİM) – referee

§   Electronic Journal of Social Sciences (SBedergi) - Editorial Board Member



§  International Society for Business and Industrial Statistics

§  Econometric Research Association

§  Turkish Statistical Association



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