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Yasemin Ulu
Observed name:
Ulu, Yasemin
Institution:
Eastern Michigan University
Observed institutions:
Eastern Michigan University,
St. Cloud State University,
Saginaw Valley State University,
Temple University,
American University of Beirut
ORCID:
0000-0002-8295-9105
Observed ORCID:
0000-0002-8295-9105
OpenAlex ID:
A5087099710
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
2008
·
Eric Hillebrand
, Gunther Schnabl
, et al.
·
Journal of International Financial Markets Institutions and Money
·
23
Rationality of inflation–output forecasts of MMS survey: international evidence
2015
·
Yasemin Ulu
·
Applied Economics
·
6
Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts
2013
·
Yasemin Ulu
·
Economics Letters
·
5
Optimal prediction under LINLIN loss: Empirical evidence
2007
·
Yasemin Ulu
·
International Journal of Forecasting
·
5
Sampling properties of criteria for evaluating GARCH volatility forecasts
2007
·
Yasemin Ulu
·
Applied Financial Economics
·
4
The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange
2023
·
Fitim Deari
, Yasemin Ulu
·
Studia Universitatis „Vasile Goldis” Arad – Economics Series
·
3
PDF
Out-of-sample forecasting performance of the QGARCH model
2005
·
Yasemin Ulu
·
Applied Financial Economics Letters
·
3
Forecasting Stock Prices via Deep Learning During COVID-19: A Case Study from an Emerging Economy
2024
·
Yasemin Ulu
·
European Journal of Theoretical and Applied Sciences
·
1
PDF
Directional Accuracy of MMS Survey of Inflation-Output Forecasts of G7 Countries: A ROC Analysis
2022
·
Yasemin Ulu
·
Journal of Applied Mathematics and Computation
·
1
A Comparison of the Runs Test for Volatility Forecastability and the LM Test for GARCH Using Aggregated Returns
2007
·
Yasemin Ulu
·
Econometric Reviews
·
1
Forecasting With a Linex Loss: a Monte Carlo Study
2006
·
Yasemin Ulu
·
1
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility
2006
·
Eric Hillebrand
, Gunther Schnabl
, et al.
·
RePEc: Research Papers in Economics
·
1
Forecasting Stock Volatility via Hybrid Deep Learning and GARCH Family Models: A Case Study from BIST30
2025
·
Yasemin Ulu
·
Journal of Applied Mathematics and Computation
PDF
Empirical performance of the optimal predictors under asymmetric loss GARCH vs. realized GARCH models
2024
·
Yasemin Ulu
·
Applied Economics
Volatility Distribution of the DJSTOXXE50 Index
2020
·
Yasemin Ulu
·
Applied Economics and Finance
PDF
Response of Market Returns to Inflation News: Asymmetry Based on the Level of Inflation
2019
·
Yasemin Ulu
·
Research in Applied Economics
Prediction Under Multivariate Asymmetric Loss: a Monte Carlo Study
2006
·
Yasemin Ulu
Optimal prediction under multivariate asymmetric loss: A Monte Carlo study
2006
·
Yasemin Ulu
·
Scopus
Optimal prediction under linex loss: A Monte Carlo study
2006
·
Yasemin Ulu
·
Scopus
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Works count:
22
Citation count:
54
H-index:
4
I10-index:
1
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