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Yoldas, Emre's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
114 |
Total
Citations
3 |
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1.
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What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?
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Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board Yoldas, Emre
Federal Reserve Board
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Posted:
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23 Nov 11
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Last Revised:
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04 May 12
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93
(143,394)
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3
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Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board Yoldas, Emre
Federal Reserve Board
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29
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Realized Volatility, Business Cycles, Forecasting, Probit model, Dynamic Factor Model, Markov Switching
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Yoldas, Emre
Federal Reserve Board Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board
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64
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3
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Realized Volatility, Business Cycles, Forecasting, Probit model, Dynamic Factor Model, Markov Switching
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2.
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Yoldas, Emre
Federal Reserve Board
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23 Nov 11
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Last Revised:
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07 Dec 11
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21
(274,292)
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Asymmetries, Threshold models, Fama-French factors, Realized Volatility, Yield Curve, Subsampling, Bootstrap, Portfolio Choice
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3.
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Akay, Ozzy (Ozgur)
Office of Financial Research, US Department of the Treasury Senyuz, Zeynep
Federal Reserve Board Yoldas, Emre
Federal Reserve Board
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Hedge fund, Contagion, Risk-adjusted return, Dynamic factor models, Markov-switching, Funding liquidity, Flight to safety
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4.
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González-Rivera, Gloria
University of California, Riverside - Department of Economics Senyuz, Zeynep
Federal Reserve Board Yoldas, Emre
Federal Reserve Board
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Autoregressive conditional duration model, Bootstrap, Parameter uncertainty, Probability contour plot
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5.
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González-Rivera, Gloria
University of California, Riverside - Department of Economics Lee, Tae-Hwy
University of California, Riverside - Department of Economics Yoldas, Emre
Federal Reserve Board
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23 Nov 11
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Last Revised:
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24 Nov 11
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Estimation, Forecasting, Loss functions, Optimality, VaR
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6.
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González-Rivera, Gloria
University of California, Riverside - Department of Economics Yoldas, Emre
Federal Reserve Board
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Probability Contour Plot, Autocontour, Specification Test, Parameter Uncertainty
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7.
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Yoldas, Emre
Federal Reserve Board González-Rivera, Gloria
University of California, Riverside - Department of Economics
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Probability Contour Plot, Probability Integral Transformation, Parameter Uncertainty, Forecasting Schemes
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Records 1 -
7
of 7 matches
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