Details about Yakup Ari

Access statistics for papers by Yakup Ari.

Last updated 2022-08-03. Update your information in the RePEc Author Service.

Short-id: par624

Working Papers

2019

1. Proceedings: 3rd International Conference on Food and Agricultural Economics: THE IMPACT OF EXCHANGE RATE VOLATILITY ON TURKEY’S LIVESTOCK IMPORTS
   3rd International Conference on Food and Agricultural Economics, April 25-26, 2019, Alanya, Turkey, International Conference on Food and Agricultural Economics

2012

2. Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH
   MPRA Paper, University Library of Munich, Germany

2011

3. A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets
   MPRA Paper, University Library of Munich, Germany View citations (1)

2010

4. Continuous Modeling of Foreign Exchange Rate of USD versus TRY
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2022

1. The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey
   Bio-based and Applied Economics Journal, 2022, 11, (1)

2016

2. BAYESIAN ESTIMATION OF THE PARAMETERS OF THE ARCH MODEL WITH NORMAL INNOVATIONS USING LINDLEY’S APPROXIMATION
   ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, 50, (4), 217-234

Chapters

2021

1. Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework
   Springer

2018

2. Bayesian Estimation of GARCH(1,1) Model Using Tierney-Kadane’s Approximation
   Springer