Advances in Econometrics, Operational Research, Data Science and Actuarial Studies

Techniques and Theories

Inbunden, Engelska, 2022

Av M. Kenan Terzioğlu, M. Kenan Terzioglu, M. Kenan Terzioğlu, M. Kenan Terzio¿lu

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This volume presents techniques and theories drawn from mathematics, statistics, computer science, and information science to analyze problems in business, economics, finance, insurance, and related fields.

Produktinformation

Utgivningsdatum2022-01-18
Mått155 x 235 x 39 mm
Vikt1 098 g
FormatInbunden
SpråkEngelska
SerieContributions to Economics
Antal sidor591
FörlagSpringer Nature Switzerland AG
ISBN9783030852535

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik
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Företagsekonomi inom Ekonomi och ledarskap
Nationalekonomi inom Ekonomi och ledarskap
Makroekonomi inom Ekonomi och ledarskap
Ledarskap och motivation inom Ekonomi och ledarskap
Affärsapplikationer inom Data och it
Databaser inom Data och it
Affärsförhandlingar inom Ekonomi och ledarskap

M. Kenan Terzioğlu received his MSc. degree in Actuarial Sciences from Hacettepe University, Ankara (Turkey). He studied at Tilburg University (Netherlands) in the Department of Econometrics and Operations between 2008 and 2009 while working in the Department of Actuarial Sciences at Hacettepe University between 2006 and 2009 as a Research Assistant. He worked as a Risk Analyst Assistant (Assistant Specialist) in Ziraat Bank Risk Management Department and received his Ph.D. degree in Econometrics from the Department of Econometrics at Gazi University, Ankara (Turkey). Since 2018, he has been working as an Associate Professor in the Econometrics Department at Trakya University, Edirne (Turkey). He is part of the management team at the Risk Management and Corporate Sustainability Application and Research Center at Trakya University. His research focuses on linear/non-linear time series analysis, financial econometrics, risk management, valuation method, and data sciences.

Chapter 1: The Cobb-Douglas production function for an exponential model.- Chapter 2: Threshold Unit Root Tests with Smooth Transitions.- Chapter 3: Jump connectedness in the European foreign exchange market.- Chapter 4:Modeling Currency Exchange Data with Asymmetric Copula Functions.- Chapter 5: The Joint Tests of the Parity Conditions: Evidence from a Small Open Economy.- Chapter 6: Stochastic volatility models with endogenous breaks in volatility forecasting.- Chapter 7: Effect in Quality Control Based of Hotelling T2 and CUSUM Control Chart Hakan EYGÜ.- Chapter 8: A Robust Regression Method Based on Pearson Type VI Distribution.- Chapter 9: Discrete Volatilities of Listed Real Estate Funds.- Chapter 10: Have Commodity Markets Political Nature?.- Chapter 11: A Nonlinear Panel ARDL Analysis of Pollution Haven/ Halo Hypothesis.- Chapter 12: An Investigation of Asymmetries in Exchange Rate Pass-through to Domestic Prices.- Chapter 13: Investigation of the Country-Specific Factors for URAP.- Chapter 14: The Impact of Outsourcing and Innovation on Industry 4.0.- Chapter 15: Subjective Well-Being of Poor Households.