BOOK CHAPTERS                                               

Back to Top

• BC.17_26 - Sert S. & Ari, Y. (2026).  Sürdürülebilir Turizmde İnsan Kaynakları Gelişimine İlişkin Bibliyometrik Analiz ve Sosyal Politika Perspektifinden Değerlendirme, In "Sosyal Politika Alanında Uluslararası Çalışmalar", Serüven Yayınevi, ISBN : 978-625-8682-49-6. https://www.seruvenyayinevi.com/sosyalpolitikamart2026.pdf 

• BC.16_25 - Ari, Y. (2025). Mapping the QVAR Connectedness Literature: A Bibliometric Analysis and a Narrative Systematic Review of Top-Cited Studies, In "Current Concepts and Innovative Research in Social, Human and Administrative Sciences", All Sciences Academy, ISBN:978-625-8536-31-7. https://www.researchgate.net/Mapping_the_QVAR_Connectedness 

• BC.15_25 - Ari, Y. (2025). BIST Banka Dışı Likit 10 Hisselerinde Risk Yayılımı ve Bağlantılılık: QVAR Yaklaşımıyla Bir Analiz.  "Sosyal, İnsan ve İdari Bilimlerde Güncel Kavramlar ve Yenilikçi Araştırmalar", All Sciences Academy, ISBN:978-625-8536-35-5. https://www.researchgate.net/QVAR_Yaklasimiyla_Bir_Analiz

• BC.14_25 - Türk, E. & Ari, Y. (2025). Bibliometric Analysis on Health Tourism. In V. Hassan, A. Singh, A. Jaboob, & A. Sorayyaei Azar (Eds.), Revolutionizing Healthcare Experience With Digital Medical Tourism (pp. 1-52). IGI Global Scientific Publishing. (SCOPUS) https://doi.org/10.4018/979-8-3693-7888-5.ch001

• BC.13_24 - Ari, Y. (2024).  FREKANS BAZLI TVP-VAR YAKLAŞIMI İLE DİNAMİK BAĞLANTILILIK ANALİZİ. In: Semin TOPALOĞLU PAKSOY (Eds.) FİNANSAL KONULARIN AMPİRİK ANALİZİ. ISBN: 978-625-6134-78-2 . Filiz Kitabevi

• BC.12_23 - Ari, Y. (2023).  Volatility Connectedness via TVP-VAR Approach: Evidence from Fragile Five. In: Ayşegül İşcanoğlu Çekiç, Yasemin Koldere Akın, Havva Gültekin (Eds.).  İSTATİSTİKSEL VE EKONOMETRİK YÖNTEMLER - İktisadi, Finansal ve Aktüeryal Uygulamalar. ISBN: 978-625-397-519-7. Nobel Akademik Yayıncılık.

• BC.11_22 - Ari, Y. (2022). - A Statistical Approach to the Urbanization: The Case of Turkey. In: O. Olawale Awe, Kim Love, Eric A. Vance (Eds). Promoting Statistical Practice and Collaboration in Developing Countries. ISBN 9781032195551. Chapman and Hall/CRC. (SCOPUS) https://doi.org/10.1201/9781003261148

• BC.10_22 - Ari, Y., Yelgen, E., & Uçak, H. (2022). The Impact of COVID-19 on Volatility Spillover Between Bitcoin and Turkish Financial Markets. In N. Mansour, & S. Ben Salem (Ed.), COVID-19's Impact on the Cryptocurrency Market and the Digital Economy (pp. 141-165). IGI Global. (SCOPUS) https://doi.org/10.4018/978-1-7998-9117-8.ch009

• BC.09_22 - Ari, Y. (2022). A Statistical Analysis for the Accessibility of Electronic Data Delivery System of the Central Bank of the Turkish Republic. In Y. Akgül (Eds.), App and Website Accessibility Developments and Compliance Strategies (pp. 38-57). IGI Global. https://doi.org/10.4018/978-1-7998-7848-3.ch002

• BC.08_22 - Ari, Y. (2022). - ARDL Sınır Testi Uygulamaları Üzerine Tartışmalar. In: Mehmet Özcan (Eds). 21. Yüzyılda İktisadı Anlamak : Güncel Ekonometrik Zaman Serileri Çalışmaları. ISBN: 9786258374858. Gazi Kitabevi. https://www.researchgate.net/publication/363116601

• BC.07_21 - Arı Y. (2021) Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework. In: Adıgüzel Mercangöz B. (eds) Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics. Springer, Cham. (SCOPUS) https://doi.org/10.1007/978-3-030-54108-8_13

• BC.06_21 – Ari, Y. (2021). Continuous Autoregressive Moving Average Models: From Discrete AR to Lévy-Driven CARMA Models. In D. Samanta, R. Rao Althar, S. Pramanik, & S. Dutta (Eds.), Methodologies and Applications of Computational Statistics for Machine Intelligence (pp. 118-141). IGI Global. (SCOPUS) https://doi.org/10.4018/978-1-7998-7701-1.ch007

• BC.05_20 - Ari, Y. (2020). Volatility Transmission Model Using DCC-GARCH Representation. In Evci, S & Sharma, A (Eds), Studies at the Crossroads of Management & Economics (pp. 237-250). IJOPEC Publication.  https://www.researchgate.net/publication/341626785

• BC.04_20 - Ari, Y. (2020). The Impact of USD-TRY Forex Rate Volatility on Imports to Turkey from Central Asia. In B. Christiansen, & H. Sezerel (Eds.), Economic, Educational, and Touristic Development in Asia (pp. 70-89). IGI Global. (SCOPUS) https://doi.org/10.4018/978-1-7998-2239-4.ch004

• BC.03_19 - Arı, Y. (2020). COGARCH Models: An Explicit Solution to the Stochastic Differential Equation for Variance. In S. Alparslan Gök, & D. Aruğaslan Çinçin (Eds.), Emerging Applications of Differential Equations and Game Theory (pp. 79-97). IGI Global. https://doi.org/10.4018/978-1-7998-0134-4.ch005

• BC.02_18 - Arı Y. (2018) Bayesian Estimation of GARCH(1,1) Model Using Tierney-Kadane’s Approximation. In: Tsounis N., Vlachvei A. (eds) Advances in Time Series Data Methods in Applied Economic Research. ICOAE 2018. Springer Proceedings in Business and Economics. Springer, Cham. (SCOPUS) https://doi.org/10.1007/978-3-030-02194-8_24

• BC.01_18 - Yilmaz, G., & Ari Y. (2018). Analyzing the Effect of the Increase in Corporation Tax Rate on Corporation Tax Revenues via Multiple Regression with Dummy Variables. In Christos Papatheodorou, Savaş Çevik, Dimitris Paitaridis, Güneş Yılmaz (Eds). Political Economy of Labour, Income Distribution & Exclusion, pp.95-110. IJOPEC Publication. https://www.researchgate.net/publication/341626948

Back to Top

• CP.32_26 – Ari, Y. (2026). “Systemic and Geopolitical Shock Transmission Among Balkan Country ETFs: Dynamic Connectedness and Portfolio Evidence” presented at 2nd International Anatolian Academic Studies Symposium – ASAS 2026, Sarajevo, Bosnia and Herzegovina.

• CP.31_26 – Ari, Y. (2026). Financial Interdependence in Eurozone Defense Equities: Evidence from DCC-GARCH R²-Decomposed Connectedness and Portfolio Strategies. Accepted Presentation at International Conference on Applied Economics (ICOAE 2026), SGH Warsaw School of Economics, Warsaw, Poland. Acknowledgement: This study has been supported by The Scientific and Technological Research Council of Türkiye (TÜBİTAK) under the scope of the 2224-A Grant Program for Participation in Scientific Meetings Abroad. The author gratefully acknowledges the financial support provided by TÜBİTAK, which facilitated participation in the ICOAE 2026 Conference.

• CP.30_25 - Türk, E., & Ari, Y. (2025). "Medikal Turizm Şirketleri Ve Turizm Hisse Senetleri Üzerine Akademik Araştırmaların Bibliyometrik Haritası" presented at the Uluslararası Sağlık, Spor ve Turizm Kongresi, Kırşehir, Türkiye.

• CP.29_25 - Ari, Y. (2025). "Contagion in Good and Bad Times: Asymmetric TVP-VAR Connectedness and Portfolio Allocation across Selected CEE Equity ETFs" presented at the 24th International Scientific Conference of "International Economic Relations and Business" Department, Sofia, Bulgaria.

• CP.28_25 - Ari, Y. (2025). "Systemic Spillovers Across BIST Non-Bank Liquid 10 Index Companies:  A Quantile VAR Connectedness Approach" presented  at the International Conference on Mathematics and Applied Data Science—ICMADS'25, Konya, Türkiye

• CP.27_25 - Ari, Y. (2025). "Nonlinear GARCH Volatility Linkage among Airline Companies: Evidence from QVAR and TVP-VAR Connectedness Approaches” presented at The 18th Chaotic Modeling & Simulation International Conference CHAOS-2025, Athens, Greece. Acknowledgement: This study has been supported by The Scientific and Technological Research Council of Türkiye (TÜBİTAK) under the scope of the 2224-A Grant Program for Participation in Scientific Meetings Abroad. The author gratefully acknowledges the financial support provided by TÜBİTAK, which facilitated participation in the CHAOS 2025 Conference.

• CP.26_24 - Akbulut, N. & Ari, Y. (2024). A Bibliometric Analysis On Financial And Macroeconomic Connectedness,” presented at The International Conference on Applied Economics and Finance (ICOAEF-XI), Thessaloniki, Greece.

• CP.25_24 - Türk E. & Ari Y. (2024). Sağlık Turizminde Sağlık Turizmi Seyahat Acentelerinin Rolü. presented at The Development of Kazakhstan Tourism at The Global Level: Problems and Prospects, Türkistan, Kazakhstan.

• CP.24_23 - Akbulut N. & Ari Y. (2023). TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries. The XVII International Scientific Conference on Contemporary Problems of Economics, Management, Finance, Insurance, and Banking. Płock, Poland.

• CP.23_23 - Akbulut N., Aktürk, B., & Ari Y. (2023).Finansal Yatırım Araçlarının TÜFE Bazlı Aylık Reel Getiri Volatiliteleri Üzerine TVP-VAR Frekans Bağlantılılık Analizi. Ekonomi ve Finans Kongresi, İstanbul Beykent Üniversitesi, İstanbul, Türkiye.

• CP.22_22 - Tuncer M., Akbulut N., Turhan M.S. & Ari Y. (2022). Linkage Between Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables: Evidence from TVP-VAR Based Diebold-Yilmaz Connectedness. The XVI. International Scientific Conference on Contemporary Problems of Economics, Management, Finance, Insurance, and Banking. Plock, Poland.

• CP.21_21 - ARI Y. (2021).  A Proposed Bayesian Method for The Parameter Estimation of COGARCH (1,1) Model via Lindley’s Approximation. In L. Lusa & A. Kastrin (Eds). 17th Applied Statistics 2021 Proceedings. (p. 82).(Abstract: https://akastrin.si/as-book-2021.pdf) (Poster Presentation: https://akastrin.si/as2021/files/posters/poster/66.pdf ) (Video:https://akastrin.si/as2021/files/posters/video/66.mp4)

• CP.20_21 - ARI Y. (2021).  An Application of The Diebold-Yilmaz Volatility Spillover Index Using Lévy Driven COGARCH Models. In M. Atan (Ed.). XXI. International Symposium on Econometrics, Operational Research and Statistics Abstracts. p. 212. Holistence Publications (E-ISBN: 978-625-7047-85-2) https://www.researchgate.net/publication/354736225

• CP.19_21 - ARI Y. (2021).  An ARDL Bounds Test Approach to Urbanization: The Case of Turkey.  2020 Plenary 2021-4: Importance of Statistics in Urban Planning and Development. LISA. https://www.lisa2020.org/symposium/  (Invited Speaker)

• CP.18_21 - ARI Y., & UYMAZ A.O. (2021).  Financial Connectedness Between Construction Sector, Ethereum and Gold: The Role of Covid-19 Pandemic. In L. Akbaş (ed.). 13th International Conference of Strategic Research on Scientific Studies and Education (ICoSReSSE) Abstracts Book, 44-44. SRA Academic Publishing. (ISBN: 978-625-7148-21-4). https://www.researchgate.net/publication/354736146

• CP.17_21 - ARI Y. (2021).  The Impact of Covid-19 On Long Memory of BIST-30 Index: The Comparison of Short-Memory and Long-Memory GARCH Models.  In Ö. K. Tüfekci (ed.)   13th International Conference of Strategic Research on Scientific Studies and Education (ICoSReSSE) Proceedings, pp. 325-333. SRA Academic Publishing. (ISBN: 978-625-7148-21-4). https://www.researchgate.net/publication/354736000

• CP.16_20 – ARI, Y. (2020).  Nonlinear Modelling of BIST-100 Index Returns Via Tar and Markov-Switching Models. In B. Darıcı, H.M. Ertuğrul, F. Ayhan (Eds.). VII ICOAEF International Conference on Applied Economics and Finance Extended with Social Sciences Full Paper Proceeding, pp. 50-60. (ISBN: 978-625-44365-0-5). https://www.researchgate.net/publication/358009278

• CP.15_20 - Kotoko Alifa, A., & Ari, Y. (2020). An Empirical Study on Turkey and CEMAC Trade Relations Using GARCH Volatility and ARDL Cointegration. In V. M. Srivastava, Y. Eratlı Şirin, S. Khadhraouı Ontunc (Eds.).  International African Conference on Current Studies of Science, Technology and Social Sciences Proceedings Book, pp. 270 – 282. (ISBN - 978-625-7898-12-6). https://www.researchgate.net/publication/358009463 Add to Jenni  & https://www.africansummit.org/pdf

• CP.14_19 - ARI Y. (2019). The Impact of the COGARCH Filtered Forex Volatility on BIST-100 Index. In B. Darıcı, H.M. Ertuğrul, F. Ayhan (Eds.). VII ICOAEF International Conference on Applied Economics and Finance Extended with Social Sciences Full Paper Proceeding, pp. 137-149. (ISBN: 978-605-69839-6-2).   https://www.researchgate.net/publication/357718620

• CP.13_19 – Çiftçi, A. & Ari Y. (2019). The Housing Prices in Alanya: A Hedonic Pricing Model Application. In N. Çil, V. Yılancı, M. Sağır (Eds.). III. International Symposium on Economics, Finance and Econometrics Full Paper Proceeding, pp. 16-24. (ISBN: 978-605-82381-9-0). https://www.researchgate.net/publication/358039221

• CP.12_19 - ARI Y. (2019). Multivariate GARCH Model Via Cholesky Decomposition. In N. Çil, V. Yılancı, M. Sağır (Eds.). III. International Symposium on Economics, Finance and Econometrics Full Paper Proceeding, pp. 98-109. (ISBN: 978-605-82381-9-0). https://www.researchgate.net/publication/358038972

• CP.11_19 - ARI Y., & TOKTAŞ Y. (2019). The Impact of Exchange Rate Volatility on Turkey’s Livestock Imports. In H. Uçak (Ed.). 3rd International Conference on Food and Agricultural Economics Proceedings Book, pp. 370-381. (ISBN: 978-605-81058-1-2).  https://www.researchgate.net/publication/337651645

• CP.10_19 - ÇİFTÇİ A., & ARI Y. (2019). Antalya İlinde Yabancilara Satilan Konut Sayisi Üzerine Bir Eşbütünleşme Ve VECM Analizi. In H., Keskin (Ed.).  Vi. International Social, Human and Administrative Sciences Symposium, 1 (1), 479-488. (ISBN: 978-605-7602-94-7) https://www.researchgate.net/publication/337651411

• CP.09_18 – YILMAZ, G. & ARI, Y. (2018). Kurumlar Vergisi Gelirleri Üzerine Ampirik Bir Analiz. In: H., Sağlam & M. E., Kenanoğlu (Eds.)   ICOPEC 2018: 10 Years After the Great Recession: Orthodox versus Heterodox Economics 9. International Conference on Political Economy Abstracts & Proceeding Book, 1 (26), 145-160. (ISBN: 978-1-912503-47-6). https://www.researchgate.net/publication/358039445

• CP.08_18 - ARI Y. (2018). Bayesian Estimation of GARCH (1,1) Model Using Tierney-Kadane’s Approximation. In N. Tsounis and A. Vlachvei (eds.), Advances in Time Series Data Methods in Applied Economic Research, Springer Proceedings in Business and Economics, pp. 355-364. (SCOPUS) https://doi.org/10.1007/978-3-030-02194-8_24 & https://www.researchgate.net/publication/329606344

• CP.07_16 - ARI Y., Papadopoulos A. (2016). Bayesian Estimation of Student-t GARCH Model using Lindley’s Approximation. 17th International Symposium on Econometrics, Operations Research and Statistics Abstracts Book, pp. 34-36. Retrieved from: http://eyi2016.cumhuriyet.edu.tr/abstracts.pdf  /  https://www.researchgate.net/publication/358042628

• CP.06_15 – 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 Abstracts Book, pp. 14-15. Retrieved from: http://www.istkon.net/ISTKON9.pdf  / https://www.researchgate.net/publication/358042208

• CP.05_12 - 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). https://www.researchgate.net/publication/358040268

• CP.04_12 - 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) 

• CP.03_11 - Bayracı S., Yıldırım Y., & Ari Y. (2011). Stochastic Volatility Modeling in Istanbul Stock Exchange: Heston Model etc. COGARCH (1.1). In A. Duran & C. Çetin (Eds.).  Abstracts Book of International Conference on Mathematical Finance and Economics. p. 103. Istanbul Technical University. (ISBN 978-975-561-398-7). https://www.researchgate.net/publication/358039497

• CP.02_11 – Bayracı, S., Ari Y., & Yıldırım Y. (2011). A Vector Auto-Regressive (VAR) Model for The Turkish Financial Markets. In B. Güloglu (Eds.) Proceedings of the 12th International Symposium on Econometrics, Statistics and Operations Research, 752-767. Pamukkale University. https://www.researchgate.net/publication/358039758

• CP.01_11 - ARI Y., ÜNAL G. (2011). Continuous Modeling of Foreign Exchange Rate of USD versus TRY. International Conference on Economics and Finance (Abstract Paper)

Back to Top

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

• “Stochastic Volatility Models and Bayesian Estimation of GARCH Models”, Yeditepe University. [March 2016]

• “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”, Southern Denmark University [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]

SEMINARS & WORKSHOPS ATTENDED

• 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]

REVIEWING