Yazar "Çelik, İsmail" için listeleme
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Investigation of rational bubbles and volatility spillovers in commodity markets: Evidences from precious metals
Çelik, İsmail; Akkuş, Hilmi Tunahan; Gülcan, Nazlıgül (Mehmet Akif Ersoy Univ, 2019)Price bubbles which can be expressed as the deviation of the price of an asset from its fundamental value, have significant impacts on markets. The effects of the financial crisis that started with the burst of the housing ... -
Modeling, forecasting the cryptocurrency market volatility and value at risk dynamics of bitcoin
Akkuş, Hilmi Tunahan; Çelik, İsmail (Muhasebe Öğretim Üyeleri Bilim Ve Dayanışma Vakfı, 2020)Bitcoin volatility was investigated with various symmetric and asymmetric models in the study. In addition, value at risk (VaR) was calculated by using the Kupiec LR test and the error prediction performances of the ...
