Türkiye ile gelişmiş ve gelişmekte olan ülkeler hisse senedi borsaları arasındaki birlikte hareketlerin (comovement) çok değişkenli GARCH yöntemi ve doğrusal olmayan korelasyon çerçevesinde modellenmesi

Download

TVRFNU9UVTE.pdf

Date

2012

Author

Öcal, Nadir

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

37
views

37
downloads

URI

https://app.trdizin.gov.tr/publication/project/detail/TVRFNU9UVTE
https://hdl.handle.net/11511/50504

Collections

Department of Economics, Project and Design

Suggestions

OpenMETU
Core

Impacts of climate nonstationarities on hydroclimatological variables in Turkey Aziz, Rizwan; Yücel, İsmail; Yozgatlıgil, Ceylan; Department of Civil Engineering (2018) Using multiple nonstationary frequency distributions, this study investigated the impacts of nonstationarities on yearly and seasonal extremes of hydroclimatological variables for observations and CORDEX projected data of period 2050-2100 in Turkey. Future streamflow is generated using the calibrated HBV-light hydrological model. Evaluation of CORDEX models suggests that for precipitation RCMs originated from GCMs EC-EARTH and HadGEM2-ES and for temperature GCM HadGEM2-ES coupled with RCM CCLM4-8-17 showed ...
Investigation over a national meteorological fire danger approach for Turkey with geographic information systems Yamak, Çağatay; Akyürek, Sevda Zuhal; Department of Geodetic and Geographical Information Technologies (2006) The aim of this study was to investigate Meteorological Fire Danger Indices for Turkey. A number of internationally implemented fire danger indices were calculated with Fire Danger Processing software and their performances were tested with Mandallaz and Ye’s Performance Score Method. As a result, among other meteorological fire danger indices that have been applied by several fire fighting administrations and services, the U.S. National Fire Danger Rating System, Mc.Arthur’s Fuel Moisture Model and Forest ...
Determination of snow water equivalent over eastern part of Turkey using passive microwave data Beşer, Özgür; Şorman, Ali Ünal; Department of Civil Engineering (2011) The assimilation process to produce daily Snow Water Equivalent (SWE) maps is modified by using Helsinki University of Technology (HUT) snow emission model and AMSR-E passive microwave data. The characteristics of HUT emission model is analyzed in-depth and discussed with respects to the extinction coefficient function. A new extinction coefficient function for the HUT model is proposed for snow over mountainous areas. Performance of the modified model is checked against original and other modified cases ag...
Exchange rate pass-through to domestic prices in Turkish economy Alper, Koray; Gaygısız Lajunen, Esma; Department of Economics (2003) In this study, determinants and the evolution of the exchange rate passthrough to domestic inflation in the Turkish economy is analyzed. The analyses cover the 1987-2003 period. In the analyses, single equation أError Correction Modelsؤ are used to estimate the exchange rate pass-through. Estimation results suggest that alike other emerging countries, the degree of exchange rate passthrough to domestic prices is high and the pass-through is completed in a very short time span. Estimations results also indic...
Estimating net primary productivity of forest ecosystems over Turkey using remote sensing approach Gülbeyaz, Önder; Akyürek, Sevda Zuhal; Department of Geodetic and Geographical Information Technologies (2018) Understanding the ﬂuctuations in carbon balance and global warming with respect to the global climate change and creating solutions, has become one of the most important topics in ecological studies especially during last decades. These changes, in particular for the terrestrial ecosystems, can be monitored using gross primary productivity (GPP), its derivative net primary productivity (NPP) (the subtraction of autotrophicrespirationfromGPP)andnetecosystemproductivity(NEP)(subtraction of both plant respirat...

Citation Formats

N. Öcal, “Türkiye ile gelişmiş ve gelişmekte olan ülkeler hisse senedi borsaları arasındaki birlikte hareketlerin (comovement) çok değişkenli GARCH yöntemi ve doğrusal olmayan korelasyon çerçevesinde modellenmesi,” 2012. Accessed: 00, 2020. [Online]. Available: https://app.trdizin.gov.tr/publication/project/detail/TVRFNU9UVTE.