MAIN PAGE TEACHING RESEARCH Yakup ARI CV

RESEARCH

 
 
RESEARCH INTERESTS
  • Time Series Econometrics

  • Lévy Processes, Stochastic Volatility Modeling

  • Bayesian Approach in Statistics and Econometrics

  • Probability and Statistics in Engineering, Social Sciences and Medicine

 
PUBLICATIONS
  • A1. Ari Y. and Papadopoulos S. A , “Bayesian Estimation Methods for FOREX Volatility”, (2016).

  • A2. Ari Y., “The Estimation of COGARCH Model under Various Approximation Techniques”, (2015)Abstract

  • A3. Ari Y. and Papadopoulos S. A., “Bayesian Estimation of the GARCH Model using Lindley’s Approximation”, (2015).

  • A4. Ari Y. and Papadopoulos S. A., “The Estimation of GARCH Model with Student-t innovations using Tierney and Kadane’s Method”, (2015).

  • B1. Ari Y., Papadopoulos S. A., 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, ISSN 1842–3264, (2016),  Full paper

  • B2. Ari Y. and G. Ünal, “Continuous Modelling of Foreign Exchange Rate of USD versus TRY” , International Journal of Economics and Finance Studies Vol.3 , No.11, (2011),  pp.251-261.Full paper

  • C1. Y. Ari, “Volatility Modelling of Foreign Exchange Rate: Discrete GARCH Family versus Continuous GARCH”, 13th International Symposium on Econometrics, Statistics and Operations Research 2012, Famagusta, TRNC, in proceeding cd. Full paper

  • C2. S. Bayraci, Y. Ari, Y. Yildirim , “A Vector Auto-Regressive (VAR) Model For The Turkish Financial Markets”, 12th International Symposium on Econometrics, Statistics and Operations Research 2011, Denizli, Türkiye , pp. 752-767 in proceeding book. Full paper

  • D1. Ari Y., Papadopoulos S. A., “Bayesian Estimation of Student-t GARCH Model using Lindley’s Approximation”, 17th International Symposium on Econometrics, Statistics and Operations Research, 2016, Sivas, Türkiye. Abstract

  • D2. Ari Y. , Papadopoulos S. A., “Bayesian Estimation of the Parameters of the ARCH Model using Lindley’s Approximation”, The International 9th Bi-Annual Statistics Congress, October 2015, Antalya, Türkiye. Abstract

  • D3. Y. Ari, Y. Yildirim, S. Bayraci, “Long-Memory Financial Time Series Modeling of the ISE100 Index”, 8th World Congress in Probability and Statistics 2012, Istanbul, Türkiye. Abstract  ( web site )

  • D4. Y. Ari, “Volatility Modelling of Foreign Exchange Rate: Discrete GARCH Family versus Continuous GARCH”, 13th International Symposium on Econometrics, Statistics and Operations Research 2012, Gazimagusa, K.K.T.C. Abstract 

  • D5. Y. Ari, G. Ünal , “Continuous Modelling of Foreign Exchange Rate of USD versus TRY” International Conference on Economics and Finance 2011, Ýzmir, Türkiye. Abstract

  • D6. S. Bayraci, Y. Ari, Y. Yildirim , “A Vector Auto-Regressive (VAR) Model For The Turkish Financial Markets”, 12th International Symposium on Econometrics, Statistics and Operations Research 2011, Denizli, Türkiye. Abstract 

  • D7. S. Bayraci, Y. Yildirim, Y. Ari, “Stochastic Volatility Modeling in Istanbul Stock Exchange : Heston Model vs. COGARCH(1,1)”, International Conference on Mathematical Finance and Economics 2011, Istanbul, Türkiye. Abstract

 
PROFESSIONAL MEMBERSHIP
  • International Society for Business and Industrial Statistics Member

  • Econometric Research Association Member