Zobrazeno 1 - 10
of 133
pro vyhledávání: '"Melike Bildirici"'
Publikováno v:
Fractal and Fractional, Vol 8, Iss 7, p 413 (2024)
This paper introduces hybrid models designed to analyze daily and weekly bitcoin return spanning the periods from 18 July 2010 to 28 December 2023 for daily data, and from 18 July 2010 to 24 December 2023 for weekly data. Firstly, the fractal and cha
Externí odkaz:
https://doaj.org/article/36b709558b2d4ad2a8a38222210d33c6
Publikováno v:
Fractal and Fractional, Vol 8, Iss 2, p 114 (2024)
Metaverse (MV) technology introduces new tools for users each day. MV companies have a significant share in the total stock markets today, and their size is increasing. However, MV technologies are questioned as to whether they contribute to environm
Externí odkaz:
https://doaj.org/article/dfbe0726d73e4553aa64decf9a2d575f
Autor:
Özgür Ömer Ersin, Melike Bildirici
Publikováno v:
Mathematics, Vol 11, Iss 8, p 1785 (2023)
Forecasting stock markets is an important challenge due to leptokurtic distributions with heavy tails due to uncertainties in markets, economies, and political fluctuations. To forecast the direction of stock markets, the inclusion of leading indicat
Externí odkaz:
https://doaj.org/article/60fbd3d980a0484f81490b6fd0ee739b
Publikováno v:
Mathematics, Vol 11, Iss 5, p 1242 (2023)
Prediction of the economy in global markets is of crucial importance for individuals, decisionmakers, and policies. To this end, effectiveness in modeling and forecasting the directions of such leading indicators is of crucial importance. For this pu
Externí odkaz:
https://doaj.org/article/2a3b199ac553459bbaddc444fb88c7a4
Autor:
Melike Bildirici, Özgür Ömer Ersin
Publikováno v:
Fractal and Fractional, Vol 6, Iss 12, p 703 (2022)
This paper aims at analyzing nonlinear dependence between fractionally integrated, chaotic precious metal and oil prices and volatilities. With this respect, the Markov regime-switching fractionally integrated asymmetric power versions of generalized
Externí odkaz:
https://doaj.org/article/080b91a885c34d82962f72e14b2e16e8
Publikováno v:
Mathematics, Vol 10, Iss 21, p 3998 (2022)
This paper aims to test the structure of interest rates during the period from 1 September 1981 to 28 December 2020 by using Lie algebras and groups. The selected period experienced substantial events impacting interest rates, such as the economic cr
Externí odkaz:
https://doaj.org/article/22712253f0c74d008178797100c79a0f
Autor:
Melike Bildirici
Publikováno v:
Petroleum Science, Vol 16, Iss 1, Pp 217-228 (2018)
Abstract This paper has two aims. The first one is to investigate the existence of chaotic structures in the oil prices, expectations of investors and stock returns by combining the Lyapunov exponent and Kolmogorov entropy, and the second one is to a
Externí odkaz:
https://doaj.org/article/27ad83e7654d4e3c832d7b723008f684
Publikováno v:
Mathematics, Vol 9, Iss 14, p 1708 (2021)
In this paper, we propose hybrid models for modelling the daily oil price during the period from 2 January 1986 to 5 April 2021. The models on S2 manifolds that we consider, including the reference ones, employ matrix representations rather than diff
Externí odkaz:
https://doaj.org/article/ce3b8fc4e128423e9b8ff60fb5f8c5bc
Publikováno v:
Energies, Vol 13, Iss 11, p 2980 (2020)
Under the influence of the COVID-19 pandemic and the concurrent oil conflict between Russia and Saudi Arabia, oil prices have exhibited unusual and sudden changes. For this reason, the volatilities of the West Texas Intermediate (WTI), Brent and Duba
Externí odkaz:
https://doaj.org/article/12577b2eb23141ea858cb1089bf9b96f
Autor:
Melike Bildirici, Özgür Ersin
Publikováno v:
The Scientific World Journal, Vol 2014 (2014)
The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes. The second purpose of the study is to augment the MS-GARCH type mode
Externí odkaz:
https://doaj.org/article/24cf52a2f3ef45b89a15c43a53361793