Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns

by Samet Gunay
Published 2015-12-01

Fractionally Cointegrated Vector Autoregression Model: Evaluation of High/Low and Close/Open Spreads for Precious Metals

by Samet Gunay
Published 2018-11-01

Impact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple

by Samet Gunay
Published 2019-06-01

Chaotic Structure of the BRIC Countries and Turkey’s Stock Market

by Samet Günay
Published 2015-06-01

BİST100 Endeksi Fiyat ve İşlem Hacminin Fraktallık Analizi

by Samet GÜNAY
Published 2015-01-01

An analysis through credit default swap, asset swap and zero-volatility spreads: Coup attempt and Bist 100 volatility

by Samet Gunay
Published 2019-06-01

Is political risk still an issue for Turkish stock market?

by Samet Günay
Published 2016-03-01

Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets

by Samet Günay
Published 2014-10-01

Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets

by Samet Günay
Published 2016-05-01

Fractal Structure of the Stock Markets of Leading Asian Countries

by Samet Gunay
Published 2014-12-01

Seeking a Chaotic Order in the Cryptocurrency Market

by Samet Gunay, Kerem Kaşkaloğlu
Published 2019-04-01

Effectiveness of Interest Rate Policy of the Fed in Management of Subprime Mortgage Crisis

by Samet Gunay, Bojan Georgievski
Published 2018-02-01

Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models

by Samet Gunay, Audil Rashid Khaki
Published 2018-06-01

Bitcoin and Fiat Currency Interactions: Surprising Results from Asian Giants

by Samet Gunay, Kerem Kaskaloglu, Shahnawaz Muhammed
Published 2021-06-01

The Australian Stock Market’s Reaction to the First Wave of the COVID-19 Pandemic and Black Summer Bushfires: A Sectoral Analysis

by Samet Gunay, Walid Bakry, Somar Al-Mohamad
Published 2021-04-01