Asst. Prof. EMRE YILDIRIM

Publication Network

Journal articles indexed in SCI, SSCI, and AHCI 3

1. Clustered Bayesian classification for within-class separation

Sağlam F., Yıldırım E., Cengiz M. A.

Expert Systems with Applications , vol.208, 2022 (SCI-Expanded)

2. Risk Estimation in Exchange Rate Markets Based on Stochastic Copula Approach

Terzi E., Yildirim E., Sarıbacak B., Cengiz M. A.

Discrete Dynamics in Nature and Society , vol.2022, 2022 (SCI-Expanded)

3. Modeling dependency between industry production and energy market via stochastic copula approach

Yıldırım E., Cengiz M. A.

Communications in Statistics: Simulation and Computation , vol.51, no.4, pp.2006-2019, 2022 (SCI-Expanded)

Articles Published in Other Journals 8

1. Dynamic Dependence between Oil and Stock Markets: International Evidences with Stochastic Copula Approach

YILDIRIM E., CENGİZ M. A.

Afyon Kocatepe Üniversitesi Fen ve Mühendislik Bilimleri Dergisi , vol.24, no.4, pp.811-818, 2024 (Peer-Reviewed Journal)

2. Stochastic Copula Approach for Modeling Dependency: Evidence from Commodity and Exchange Rate Markets

YILDIRIM E., CENGİZ M. A.

Journal of Statistical Research , vol.14, no.1, pp.1-18, 2024 (Peer-Reviewed Journal)

3. Risk evaluation of exchange rate portfolio based on the copula-GARCH approach

YILDIRIM E., CENGİZ M. A.

İstatistikçiler Dergisi: İstatistik ve Aktüerya , vol.17, no.1, pp.1-13, 2024 (Peer-Reviewed Journal)

4. Modeling and Forecasting of USD/TRY Exchange Rate Using ARMA-GARCH Approach

YILDIRIM E., CENGİZ M. A.

Journal of Statistical Research , vol.12, no.2, pp.1-13, 2022 (Peer-Reviewed Journal)

5. Dependency between Exchange Rate and Gold Price via Copula-DCC-GARCH Approach

YILDIRIM E., CENGİZ M. A.

International Journal for Scientific Research and Development , vol.6, no.5, pp.974-978, 2018 (Peer-Reviewed Journal)

6. Determining of Dependency Between Exchange Rates Through Copula – GARCH Model

YILDIRIM E., CENGİZ M. A.

EPRA International Journal of Research Development (IJRD) , vol.2, no.11, pp.7-15, 2017 (Peer-Reviewed Journal)

7. FINANCIAL PERFORMANCE ANALYSIS OF NETHERLANDSEREDIVISIE WITH THE HELP OF RESAMPLING METHODS

ZAMAN T., YILDIRIM E., CİVANBAY H.

ULUSLARARASI HAKEMLİ AKADEMİK VE BEŞERİ BİLİMLER DERGİSİ , no.20, pp.1-20, 2017 (Peer-Reviewed Journal)

8. Evaluating Value at Risk in BIST Using Copula Approach

YILDIRIM E., CENGİZ M. A.

International Journal of Sciences: Basic and Applied Research , 2016 (Peer-Reviewed Journal)

Papers Presented at Peer-Reviewed Scientific Conferences 10

10. Sanayi Üretim Endeksleri İle İlgili Temel Değişkenler Arasındaki Bağımlılığın Stokastik Kapula Yaklaşımı ile Modellenmesi

YILDIRIM E., CENGİZ M. A.

2nd International Conference on Applied Economics and Finance (ICOAEF 2016), Girne, Cyprus (Kktc), 5 - 06 December 2016, (Summary Text)

Metrics

Asst. Prof. EMRE YILDIRIM

Publications & Works

1. Clustered Bayesian classification for within-class separation

2. Risk Estimation in Exchange Rate Markets Based on Stochastic Copula Approach

3. Modeling dependency between industry production and energy market via stochastic copula approach

1. Dynamic Dependence between Oil and Stock Markets: International Evidences with Stochastic Copula Approach

2. Stochastic Copula Approach for Modeling Dependency: Evidence from Commodity and Exchange Rate Markets

3. Risk evaluation of exchange rate portfolio based on the copula-GARCH approach

4. Modeling and Forecasting of USD/TRY Exchange Rate Using ARMA-GARCH Approach

5. Dependency between Exchange Rate and Gold Price via Copula-DCC-GARCH Approach

6. Determining of Dependency Between Exchange Rates Through Copula – GARCH Model

7. FINANCIAL PERFORMANCE ANALYSIS OF NETHERLANDSEREDIVISIE WITH THE HELP OF RESAMPLING METHODS

8. Evaluating Value at Risk in BIST Using Copula Approach

1. DCC-GARCH-Copula Approach in Modelling Dependencybetween Stock and Government Bonds

2. Portfolio Risk Estimation via ARMA-GARCH Kapula Approach

3. Döviz Kuru Getirilerinin ARIMA-GARCH Yaklaşımı ile Modellenmesi

4. Kapula Yaklaşımı İle Portföy Risk Değerlendirilmesi

5. Estimating Value at Risk for Portfolio Via Copula Approach

6. Determining Dependency between Gold Price and Exchange Rate Using Copula

7. OECD Ülkelerinde GSYH’yi Etkileyen Faktörlerin Path Analizi Yöntemi İle Modellenmesi

8. Finansal Varlıklar Arasındaki Bağımlılık Yapısının Modellenmesinde Kapula Yaklaşımı

9. Financial Performance Investigation with the Help of the Bootstrap Method Example of the Eredivisie League

10. Sanayi Üretim Endeksleri İle İlgili Temel Değişkenler Arasındaki Bağımlılığın Stokastik Kapula Yaklaşımı ile Modellenmesi

Publication

Publication (Scopus)

Citation (Scopus)

H-Index (Scopus)