2 papers
econ.EM2025
Spot Regressions with Candlesticks
Yasin Simsek
Betas from spot regressions are central to asset pricing and risk management, as measures of systematic risk. This paper develops a new estimation and inference framework for spot…
q-bio.PE2020
Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model
Cem Cakmakli, Yasin Simsek
This paper extends the canonical model of epidemiology, SIRD model, to allow for time varying parameters for real-time measurement of the stance of the COVID-19 pandemic. Time vari…