Forecasting realized volatility of BIST indices with har-type models

Tüysüz, Şükriye

In this paper, realized volatility of a selection of BIST Indices are forecasted with Heterogeneous Autoregressive Model (HAR) and its variations. For this purpose, ticks between 2001 and 2021 are used to generate 5-minute returns, which formed the basis for calculations of realized volatility and other realized measures. In the study, rolling windows are utilized for forecasting the volatility of one day ahead. These predictions are then compared to the actual realized volatilities. The study provides a thorough comparison of HAR-type models, and emphasizes the importance of underlying time s ...Daha fazlası

Emotion and cognition integration – The effect of anger on working memory

Saban, Sara

Emotions have always captured attention of philosophy, psychology and recently neuroscience. Through the history, emotions were considered as separate entity from thinking and cognition. It was mostly related with irrationality. Descartes claimed emotions were part of soul, based on his dualism theory. However, the period started with James-Lange changed this perspective. Together with cognitivist views, it has been understood that emotions have significant influence on cognitive functions. This focus towards relation between emotions and cognition led researchers to pay attention interaction ...Daha fazlası

A lifetime dedicated to the republic: Hasene Ilgaz with works, activities, and thoughts

Undoubtedly, the circumstances and the period we are born into shape our biography. Therefore, biographical works do not only tell us the story of a life. They also tell the story of an era. There are such lives lived at turning points in history that tell us a lot about the period beyond being a biography. This study focuses on the Turkish female identity idealized by the founding elite of the Republic in the early Republican period through the life of Hasene Ilgaz, who lived in such a period and whose works and activities shed on light the period she lived in. These women’s identities, shape ...Daha fazlası

The concept of emptiness in art and it's reflections on landscape painting

In this research, the definition and the meaning of concept of emptiness will be explored, and the relationship between the concept of nature and the concept of nature by the effect of sky, mountain, road and sea images in landscape paintings will be researched. In this process, not only landscape painting but also the changing ways of looking at the landscape are included. The aim of the research is to examine landscape painting in the context of the concept of emptiness by looking at major artists, groups and exhibitions from a conceptual framework. An artist working in the field of landscap ...Daha fazlası

1965-1971 yılları arasında İhsan Sabri Çağlayangil perspektifinde Türkiye'nin Kıbrıs politikası

Kıbrıs, verimli iklimi ve coğrafi konumu nedeniyle M.Ö. 10 bin yılına kadar geriye giden bir tarihe sahip olup bu stratejik değerini ilerleyen yıllarda artırarak sürdürmüştür. Tarihsel süreç içerisinde özellikle bölgede hakimiyetini pekiştirmek ve ticaret yollarının güvenliğini sağlamak isteyen devletler, sahip olduğu stratejik konumu itibariyle Kıbrıs’ı daima kontrol altında tutmak istemiştir. Bir taraftan Kıbrıs, devletlerin egemenlik mücadelesi verdiği bir bölge olurken diğer taraftan araştırmacılar içinde önemli bir araştırma alanı olmuştur. Bu çalışmalarda, siyasi, sosyal, ekonomik, coğra ...Daha fazlası

Analysing the user experience of smart city mobility through applications in Istanbul

In recent years, different ways have been sought to compete in the growing and changing production and consumption environment with technological developments. For this reason, the importance of experience and usage areas in design is increasing. One of the most widely used models in the world and in our country recently is the smart city, which aims to protect the environment and sustainable development. Smart city aims to use resources efficiently by saving time, energy and labour for limited world resources. Smart cities aim to provide the necessary high quality urban services by utilising ...Daha fazlası

Sinestezi ve sanat ilişkisi

Tıp biliminin 300 yıldan fazladır üzerinde durduğu sinestezi kavramı en genel haliyle renklerin sese, şekillerin tada dönüştüğü bir algıyı ifade etmektedir. Bir sanat eserinin bütünlüğünü sağlayan en önemli unsurun planlı bir kompozisyon olması gerektiği düşünüldüğünde ise sinestezik algının sanat eserinde yaratıcılığı geliştirdiği söylenebilmektedir. İyi bir sanatçının özgün eserler yaratabilmesi için hassas ve derin duyulara sahip olması gereklidir. Tarihte ismini duyurmuş, sanat sektörünü geliştirmede faydalı olmuş, birçok deha, olağandışı farklı yeteneklere sahiptir. Bahsi geçen bazı sanat ...Daha fazlası

The effects of climate change on financial markets

There is a critical relationship between climate change and financial markets. In this study, temperature change values are used to examine the impact of climate change on agriculture, banking, investment, and insurance sectors. The study determines the relationship between temperature changes and agriculture, banking, investment, and insurance indices in BIST by regression analysis. The results show that climate change has different impacts on different sectors. While the agricultural sector is more sensitive to temperature changes, its impact on the bankingand investment sectors may be more ...Daha fazlası

Effect of 12 September 1980 coup on Turkish foreign policy

This study aimed toexamine the 12 September 1980 coup d'état in detail and to evaluate its impacton the Turkish foreign policy. Therefore, literature reviewmethod was utilized in this study. Firstly, the reasons leading to the 12 September 1980 coup d'état were mentioned and then, Turkey's relations with other countries after the 12 September 1980 coup d’état were analyzed. The impact of the 12 September 1980 coup d’état on the political relations between Turkey and other countries was evaluated andthe effects and evaluations on Turkey's foreign policy were interpreted and expressed. In this c ...Daha fazlası

The effects of industrial revolutions on unemployment

In this study, after briefly mentioning the important turning points for the history of humanity, the social structure before and after the Industrial Revolution will be discussed comparatively and after briefly mentioning the types of unemployment that are a part of our subject, four main Industrial Revolutions will be mentioned. Finally, the positive and negative effects of Industrial Revolutions on unemployment will be discussed.

Status of Ilkhan in the socio-political organization of the Qashqai Tribe

This anthropological research is related to the Qashqai tribe, which lives in southwestern Iran, and apart from the urban and rural population, it has nearly 96,500 nomadic people. This research answers the question, could the Qashqais have the same solidarity, authority, and integrity without an Ilkhan from the Shahilu family? My claim is based on the fact that the main factor of Qashqai solidarity and empowerment in southern Iran, where the majority of the population is Tajik and non-Turkish, was the Ilkhans from the Shahilu family. And with the leadership of the Shahilu family, the Qashqais ...Daha fazlası

Beyond a footrace: Ultramarathon as a liminoid performance

This study aims to explore the experience of becoming an ultramarathoner and the codes of ultramarathon culture in Turkey through the lenses of symbolic and interpretive anthropology and performance studies. It identifies the meaning, value, and significance of ultramarathons for runners, and presents an ethnographic description of ultramarathon racing. The anthropological fieldwork was conducted from April 2018 to March 2022, employing in-person and online interviews, and participant observations at İznik Ultra Marathon, Salomon Cappadocia Ultra-Trail and Uludağ Premium Ultra Trail organizati ...Daha fazlası