Yazar "Kara, Emel Kizilok" için listeleme
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Measurement of bivariate risks by the north-south quantile points approach
Kara, Emel Kizilok; Gebizlioglu, Omer L. (Elsevier Science Bv, 2014)This paper attempts to determine the Value at Risk (VaR) and Conditional Value at Risk (CVaR) measures for the sum of bivariate risks under dependence. The computation of these risk measures is performed by the north-south ... -
Modeling Dependent Financial Assets By Dynamic Copula And Portfolio Optimization Based On Cvar
Kemaloglu, Sibel Acik; Kara, Emel Kizilok (Ankara Univ, Fac Sci, 2015)This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using copula. Since financial data is greatly affected by the economic factors, it often varies according to ...