BIBLIOGRAPHY

YAKUP ARI

PhD, MBA  |  Associate Professor of Econometrics

Data Scientist & Econometrician

Associate Professor of Econometrics at Alanya Alaaddin Keykubat University with academic training in mathematics, finance, and financial economics. Research expertise includes time-series econometrics, volatility modelling, Bayesian estimation, dynamic connectedness, financial networks, and portfolio analysis. The academic record includes peer-reviewed journal articles, book chapters, and conference presentations/proceedings, together with extensive undergraduate and graduate teaching, academic administration, editorial service, and methodological consulting.

EDUCATION

• 2016 PhD in Financial Economics, Yeditepe University — Full Scholarship

Dissertation: The Bayesian Estimation of the Parameters of the ARCH and GARCH Models using Lindley’s Approximation

Advisor: Emeritus Prof. Alexander S. Papadopoulos, Yeditepe University / University of North Carolina at Charlotte

• 2008 MBA in Finance, Yeditepe University — Full Scholarship

Graduation Project: The Impact of Quality, Price and Communication Tools in the Turkish Airline Sector on Brand Value and Brand Equity of Airline Companies

• 2004 BS in Mathematics, Yeditepe University — Full Scholarship

Graduation Project: Self-Adjoint Linear Differential Operators

ACADEMIC APPOINTMENTS

• Jan 2023–Present: Associate Professor of Econometrics, Department of Economics, Alanya Alaaddin Keykubat University (ALKU)

• Feb 2017 – Feb 2023: Assistant Professor, Department of Economics and Finance, Alanya Alaaddin Keykubat University (ALKU)

• Sept 2012 – Feb 2017: Lecturer, Departments of Mathematics, Yeditepe University

• May 2010 – Sept 2012: Research and Teaching Assistant, Department of Psychology, Yeditepe University

• Sept 2005 – Jan 2006: Research and Teaching Assistant, Department of Mathematics, Yeditepe University

PROFESSIONAL EXPERIENCE

• Jan 2010 – June 2016 Educational Consultant and Instructor, PROF Education & Consultancy Co., Istanbul, Türkiye

• Jan 2006 – Sept 2010 Educational Consultant and Instructor, AGM Education & Consultancy Co., Istanbul, Türkiye

ADMINISTRATIVE LEADERSHIP

• July 2024 – Present: Head, Division of Economic Theory, Department of Economics

• Aug 2020 – Present: Associate Department Head, Department of Economics

• Feb 2019 – Jan 2020: Director, ALKU Graduate School of Social Sciences

• June 2017 – Feb 2019: Associate Director, ALKU Graduate School of Social Sciences

• Sept 2017 – Aug 2020: Associate Department Head, Department of Economics and Finance

• Oct 2017 – May 2021: Erasmus Coordinator, Department of Economics and Finance

• March 2017 – Jan 2020: Academic Advisor, Economics and Finance Student Club

• May 2017 – Sept 2021: University Representative, Alanya Public Institutions Ethics Commission

• April 2017 – Sept 2017: Advisor of ALKU International Students

RESEARCH INTERESTS

• Time-series econometrics; dynamic, quantile, and frequency-domain connectedness

• Financial networks, systemic risk, volatility spillovers, and portfolio allocation

• Lévy processes and stochastic volatility modelling

• Bayesian methods in statistics and econometrics; artificial neural network models

• R and Python programming for empirical research

• Probability and statistics in engineering, social sciences, and medicine

TECHNICAL SKILLS & PROFESSIONAL MEMBERSHIPS

Programming and Statistical Software

• Programming: Python, R, S-Plus, C

• Statistical and econometric software: JAMOVI, JASP, PSPP, SPSS, EViews, SmartPLS, JMulti, Gretl, OxMetrics

•  Web and markup technologies: JSP, HTML, CSS

Professional Memberships

• Sept 2016 – Present Econometric Research Association — Member

• Sept 2016 – Present Turkish Statistical Association — Member

• Sept 2016 – Feb 2020 International Society for Business and Industrial Statistics — Member