Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Faruk Selcuk"'
Autor:
Dhandevi Pem, Rajesh Jeewon, Faruk Selcuk, Merve Ulukapi, Jayarama Bhat, Mingkwan Doilom, Saisamorn Lumyong, Kevin D. Hyde
Publikováno v:
Frontiers in Microbiology, Vol 11 (2020)
During an ongoing investigation of Ascomycetes from plant substrates, three saprobic species were found from plant substrates. Two new species, Leptosphaeria regiae and Neomicrosphaeropsis juglandis were isolated from dead branches of Juglans regia f
Externí odkaz:
https://doaj.org/article/f9bfe54eb8a840c394b36a3c8224cfba
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theo
Autor:
Haluk Erlat, Selahattin Dibooglu, Libby Rittenberg, Suleyman Ozmucur, Faruk Selcuk, Tevfik F. Nas, Mark J. Perry, C. Emre Alper, Ahmet Ertuğrul, O. Cevdet Akcay, N. Kamuran Malatyalı, Hakan Berument, Aykut Kibritçioğlu
Based on its outward-oriented development strategy, respectable growth, increased integration into world trade and financial markets, and imperfect though vibrant and wide-based democracy, Turkey is often cited as a development model for other countr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2e09533c7f6e68e2f88c9d9e93b91c1
https://doi.org/10.4324/9781315187167
https://doi.org/10.4324/9781315187167
This title was first published in 2002. Since the 1990s Turkey has experienced a number of disasters, both physical and economic. The result has been a decrease in economic performance compared to other European states. This study addresses the count
Publikováno v:
Empirical Economics
Empirical Economics, Springer Verlag, 2015, 49 (4), pp.1431--1462. ⟨10.1007/s00181-015-0917-z⟩
Empirical Economics, 2015, 49 (4), pp.1431--1462. ⟨10.1007/s00181-015-0917-z⟩
Empirical Economics, Springer Verlag, 2015, 49 (4), pp.1431--1462. ⟨10.1007/s00181-015-0917-z⟩
Empirical Economics, 2015, 49 (4), pp.1431--1462. ⟨10.1007/s00181-015-0917-z⟩
This article critically investigates the possibility that private information offering systematic profit opportunities exists in the spot foreign exchange market. Using a unique dataset with trader-specific limit and market order histories for more t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d39548f4298dfa703cfb23b58052b9c
https://hal.archives-ouvertes.fr/hal-01563055
https://hal.archives-ouvertes.fr/hal-01563055
Autor:
Faruk Selcuk, Ramazan Gençay
Publikováno v:
Physica A : Statistical Mechanics and its Applications
This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f27b0ea6457f91d6eefa2f4e30a41a6
https://doi.org/10.1016/j.physa.2005.12.019
https://doi.org/10.1016/j.physa.2005.12.019
Autor:
Faruk Selcuk
Publikováno v:
Applied Financial Economics
Daily stock market volatility in a sample of emerging market economies is investigated utilizing an asymmetric stochastic volatility (ASV) model which is estimated with Markov Chain Monte Carlo (MCMC) method. The results indicate that the ASV model c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1fe482a84c195e23b56af9458d0fd9a4
https://doi.org/10.1080/09603100500077136
https://doi.org/10.1080/09603100500077136
Publikováno v:
Insurance: Mathematics and Economics
Insurance : Mathematics and Economics
Insurance : Mathematics and Economics
Cataloged from PDF version of article. In this paper, the performance of the extreme value theory in value-at-risk calculations is compared to the performances of other well-known modeling techniques, such as GARCH, variance–covariance (Var–Cov)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e4c35376e05a563afc7d69bf560f96d3
https://doi.org/10.1016/j.insmatheco.2003.07.004
https://doi.org/10.1016/j.insmatheco.2003.07.004
Publikováno v:
Quantitative Finance
In this paper we propose a new approach to estimating the systematic risk (the beta of an asset) in a capital asset pricing model (CAPM). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26a3f55782f4e9defce25b1b01b2656e
https://doi.org/10.1088/1469-7688/3/2/305
https://doi.org/10.1088/1469-7688/3/2/305
High generic and species of higher plants, especially of flover plants, are characteristic of Turkey.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3992::7e4ae5c07aeec7ebfed0d0fb7602ea83
https://elib.belstu.by/handle/123456789/14903
https://elib.belstu.by/handle/123456789/14903