• CP.28_25 - Ari, Y. (2025). "Systemic Spillovers Across BIST Non-Bank Liquid 10 Index Companies:  A Quantile VAR Connectedness Approach" presented  at the International Conference on Mathematics and Applied Data Science—ICMADS'25, Konya, Türkiye

• CP.27_25 - Ari, Y. (2025). "Nonlinear GARCH Volatility Linkage among Airline Companies: Evidence from QVAR and TVP-VAR Connectedness Approaches” presented at The 18th Chaotic Modeling & Simulation International Conference CHAOS-2025, Athens, Greece

• CP.26_24 - Akbulut, N. & Ari, Y. (2024). A Bibliometric Analysis On Financial And Macroeconomic Connectedness,” presented at The International Conference on Applied Economics and Finance (ICOAEF-XI), Thessaloniki, Greece.

• CP.25_24 - Türk E. & Ari Y. (2024). Sağlık Turizminde Sağlık Turizmi Seyahat Acentelerinin Rolü. presented at The Development of Kazakhstan Tourism at The Global Level: Problems and Prospects, Türkistan, Kazakhstan.

• CP.24_23 - Akbulut N. & Ari Y. (2023). TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries. The XVII International Scientific Conference on Contemporary Problems of Economics, Management, Finance, Insurance, and Banking. Płock, Poland.

• CP.23_23 - Akbulut N., Aktürk, B., & Ari Y. (2023).Finansal Yatırım Araçlarının TÜFE Bazlı Aylık Reel Getiri Volatiliteleri Üzerine TVP-VAR Frekans Bağlantılılık Analizi. Ekonomi ve Finans Kongresi, İstanbul Beykent Üniversitesi, İstanbul, Türkiye.

• CP.22_22 - Tuncer M., Akbulut N., Turhan M.S. & Ari Y. (2022). Linkage Between Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables: Evidence from TVP-VAR Based Diebold-Yilmaz Connectedness. The XVI. International Scientific Conference on Contemporary Problems of Economics, Management, Finance, Insurance, and Banking. Plock, Poland.

• CP.21_21 - ARI Y. (2021).  A Proposed Bayesian Method for The Parameter Estimation of COGARCH (1,1) Model via Lindley’s Approximation. In L. Lusa & A. Kastrin (Eds). 17th Applied Statistics 2021 Proceedings. (p. 82).(Abstract: https://akastrin.si/as-book-2021.pdf) (Poster Presentation: https://akastrin.si/as2021/files/posters/poster/66.pdf ) (Video:https://akastrin.si/as2021/files/posters/video/66.mp4)

• CP.20_21 - ARI Y. (2021).  An Application of The Diebold-Yilmaz Volatility Spillover Index Using Lévy Driven COGARCH Models. In M. Atan (Ed.). XXI. International Symposium on Econometrics, Operational Research and Statistics Abstracts. p. 212. Holistence Publications (E-ISBN: 978-625-7047-85-2) https://www.researchgate.net/publication/354736225

• CP.19_21 - ARI Y. (2021).  An ARDL Bounds Test Approach to Urbanization: The Case of Turkey.  2020 Plenary 2021-4: Importance of Statistics in Urban Planning and Development. LISA. https://www.lisa2020.org/symposium/  (Invited Speaker)

• CP.18_21 - ARI Y., & UYMAZ A.O. (2021).  Financial Connectedness Between Construction Sector, Ethereum and Gold: The Role of Covid-19 Pandemic. In L. Akbaş (ed.). 13th International Conference of Strategic Research on Scientific Studies and Education (ICoSReSSE) Abstracts Book, 44-44. SRA Academic Publishing. (ISBN: 978-625-7148-21-4). https://www.researchgate.net/publication/354736146

• CP.17_21 - ARI Y. (2021).  The Impact of Covid-19 On Long Memory of BIST-30 Index: The Comparison of Short-Memory and Long-Memory GARCH Models.  In Ö. K. Tüfekci (ed.)   13th International Conference of Strategic Research on Scientific Studies and Education (ICoSReSSE) Proceedings, pp. 325-333. SRA Academic Publishing. (ISBN: 978-625-7148-21-4). https://www.researchgate.net/publication/354736000

• CP.16_20 – ARI, Y. (2020).  Nonlinear Modelling of BIST-100 Index Returns Via Tar and Markov-Switching Models. In B. Darıcı, H.M. Ertuğrul, F. Ayhan (Eds.). VII ICOAEF International Conference on Applied Economics and Finance Extended with Social Sciences Full Paper Proceeding, pp. 50-60. (ISBN: 978-625-44365-0-5). https://www.researchgate.net/publication/358009278

• CP.15_20 - Kotoko Alifa, A., & Ari, Y. (2020). An Empirical Study on Turkey and CEMAC Trade Relations Using GARCH Volatility and ARDL Cointegration. In V. M. Srivastava, Y. Eratlı Şirin, S. Khadhraouı Ontunc (Eds.).  International African Conference on Current Studies of Science, Technology and Social Sciences Proceedings Book, pp. 270 – 282. (ISBN - 978-625-7898-12-6). https://www.researchgate.net/publication/358009463 & https://www.africansummit.org/pdf

• CP.14_19 - ARI Y. (2019). The Impact of the COGARCH Filtered Forex Volatility on BIST-100 Index. In B. Darıcı, H.M. Ertuğrul, F. Ayhan (Eds.). VII ICOAEF International Conference on Applied Economics and Finance Extended with Social Sciences Full Paper Proceeding, pp. 137-149. (ISBN: 978-605-69839-6-2).   https://www.researchgate.net/publication/357718620

• CP.13_19 – Çiftçi, A. & Ari Y. (2019). The Housing Prices in Alanya: A Hedonic Pricing Model Application. In N. Çil, V. Yılancı, M. Sağır (Eds.). III. International Symposium on Economics, Finance and Econometrics Full Paper Proceeding, pp. 16-24. (ISBN: 978-605-82381-9-0). https://www.researchgate.net/publication/358039221

• CP.12_19 - ARI Y. (2019). Multivariate GARCH Model Via Cholesky Decomposition. In N. Çil, V. Yılancı, M. Sağır (Eds.). III. International Symposium on Economics, Finance and Econometrics Full Paper Proceeding, pp. 98-109. (ISBN: 978-605-82381-9-0). https://www.researchgate.net/publication/358038972

• CP.11_19 - ARI Y., & TOKTAŞ Y. (2019). The Impact of Exchange Rate Volatility on Turkey’s Livestock Imports. In H. Uçak (Ed.). 3rd International Conference on Food and Agricultural Economics Proceedings Book, pp. 370-381. (ISBN: 978-605-81058-1-2).  https://www.researchgate.net/publication/337651645

• CP.10_19 - ÇİFTÇİ A., & ARI Y. (2019). Antalya İlinde Yabancilara Satilan Konut Sayisi Üzerine Bir Eşbütünleşme Ve VECM Analizi. In H., Keskin (Ed.).  Vi. International Social, Human and Administrative Sciences Symposium, 1 (1), 479-488. (ISBN: 978-605-7602-94-7) https://www.researchgate.net/publication/337651411

• CP.09_18 – YILMAZ, G. & ARI, Y. (2018). Kurumlar Vergisi Gelirleri Üzerine Ampirik Bir Analiz. In: H., Sağlam & M. E., Kenanoğlu (Eds.)   ICOPEC 2018: 10 Years After the Great Recession: Orthodox versus Heterodox Economics 9. International Conference on Political Economy Abstracts & Proceeding Book, 1 (26), 145-160. (ISBN: 978-1-912503-47-6). https://www.researchgate.net/publication/358039445

• CP.08_18 - ARI Y. (2018). Bayesian Estimation of GARCH (1,1) Model Using Tierney-Kadane’s Approximation. In N. Tsounis and A. Vlachvei (eds.), Advances in Time Series Data Methods in Applied Economic Research, Springer Proceedings in Business and Economics, pp. 355-364. (SCOPUS) https://doi.org/10.1007/978-3-030-02194-8_24 & https://www.researchgate.net/publication/329606344

• CP.07_16 - ARI Y., Papadopoulos A. (2016). Bayesian Estimation of Student-t GARCH Model using Lindley’s Approximation. 17th International Symposium on Econometrics, Operations Research and Statistics Abstracts Book, pp. 34-36. Retrieved from: http://eyi2016.cumhuriyet.edu.tr/abstracts.pdf  /  https://www.researchgate.net/publication/358042628

• CP.06_15 – ARI, Y., & Papadopoulos, A. (2015). Bayesian Estimation of the Parameters of the ARCH Model using Lindley’s Approximation. The International 9th​​Bi-Annual Statistics Congress Abstracts Book, pp. 14-15. Retrieved from: http://www.istkon.net/ISTKON9.pdf  / https://www.researchgate.net/publication/358042208

• CP.05_12 - ARI Y., Yıldırım Y., & Bayracı S. (2012). Long-Memory Financial Time Series Modeling of the ISE100 Index. 8. World Congress in Probability and Statistics (Abstract Paper / Poster). https://www.researchgate.net/publication/358040268

• CP.04_12 - ARI Y. (2012). Volatility Modeling of Foreign Exchange Rate: Discrete GARCH Family versus Continuous GARCH. 13th International Symposium on Econometrics, Statistics and Operations Research 2012 (Full Paper / Oral Presentation) 

• CP.03_11 - Bayracı S., Yıldırım Y., & Ari Y. (2011). Stochastic Volatility Modeling in Istanbul Stock Exchange: Heston Model etc. COGARCH (1.1). In A. Duran & C. Çetin (Eds.).  Abstracts Book of International Conference on Mathematical Finance and Economics. p. 103. Istanbul Technical University. (ISBN 978-975-561-398-7). https://www.researchgate.net/publication/358039497

• CP.02_11 – Bayracı, S., Ari Y., & Yıldırım Y. (2011). A Vector Auto-Regressive (VAR) Model for The Turkish Financial Markets. In B. Güloglu (Eds.) Proceedings of the 12th International Symposium on Econometrics, Statistics and Operations Research, 752-767. Pamukkale University. https://www.researchgate.net/publication/358039758

• CP.01_11 - ARI Y., ÜNAL G. (2011). Continuous Modeling of Foreign Exchange Rate of USD versus TRY. International Conference on Economics and Finance (Abstract Paper)

SEMINARS GIVEN

• “Recent Bayesian Estimation Methods for GARCH Models”, Warsaw University of Life Sciences. [July 2018]

• “Stochastic Volatility Models and Bayesian Estimation of GARCH Models”, Yeditepe University. [March 2016]

• “Parametric versus Non-parametric Tests in Hypothesis Testing”, invited lecturer to Research Methods for Psychology, Yeditepe University. [July 2015]

• “Statistical Methods in Language Development Studies”, Southern Denmark University [Feb 2014]

• “Stochastic Calculus and Stochastic Differential Equations”, Financial Economics Graduate Programme, Yeditepe University. [Oct 2008]

• “The Basics of Financial Mathematics”, Financial Economics Graduate Programme, Yeditepe University. [Sep 2008]

SEMINARS & WORKSHOPS ATTENDED

• Lectures on Lévy Processes and Stochastic Calculus” by Professor David Applebaum, 5th-9th Dec 2011, Koç University, Istanbul, Turkey.

•  “V. Student Recruitment Workshop”, Foreign Economic Relations Board (DEIK) / Higher Education Business Council (EEIK), Istanbul, Turkey.  [May 2017]