Nesrin Okay

Prof. Dr.

Ph.D:

The City University of New York

Öğretim Alanları:

Business Statistics, Economics, Financial Econometrics

Araştırma Alanları:

Financial Engineering, Economics, Econometrics, Statistical Analysis of Financial Markets, Stock Market Modeling and Forecasting, Time Series Analysis

Telefon:

6508

E-Posta:

okay@boun.edu.tr

Websitesi:

http://web.boun.edu.tr/okay/

Seçili Yayınlar:

Yümlü S.M., Gürgen F.S., Cemgil A.T., Okay N. (2015). Bayesian Changepoint and Time-Varying Parameter Learning In Regime Switching Volatility Models. Digital Signal Processing, 40, 198-212. doi: 10.1016/j.dsp.2015.02.001

Yümlü S.M., Gürgen F.S., Cemgil A.T., Okay N (2013). Auxiliary Particle Filtering based Multiple Changepoint Detection in Volatility Models. Artificial Intelligence and Applications (AIA 2013), N/A, N/A.

Okay N., Erten I. (2013). Deciphering Liquidity Risk on the Istanbul Stock Exchange. 3rd International Conference of the Financial Engineering and Banking Society (FEBS), Paris, France, (6-8 June 2013) , N/A, N/A.

Akman U., Okay E., Okay N. (2013). Current Snapshot of the Turkish ESCO Market. Energy Policy, 60, 106-115. doi: 10.1016/j.enpol.2013.04.080

Okay E., Okay N., Akman U. (2012). Turkey. In P. Langlois, S.J. Hansen, World ESCO Outlook (pp. 396-403). : The Fairmont Press.