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Other authors use different cointegration methods, such as the Johansen test (for example, Cifter and Ozun 2007; Lopreite 2014).
Cifter, A.; Internacional Examinaram o impacto de Ozun, A.
Taneri F, Kurukahvecioglu O, Ege B, Yilmaz U, Tekin E, Cifter C, et al.
Ozun and Cifter (2007) used copula models for estimating portfolio Value at Risk), while we are going to use the approach for estimating portfolio's conditional risk measures and though to contribute to the discussion about appropriate risk management in the insurance companies.
I used Ikdam from the UCLA library, Tanin from the Library of the Social Sciences Faculty of Ankara University and the National Library in Ankara, Yeni Tasvir-i Efkar from the UC Berkeley Library, and Yeni Gazete from the Yapi Kredi Cultural Center, Sermet Cifter Research Library in Istanbul.
To address these issues, NIST initiated a project called CIFter (Common Industry Format for Testing Usability Evaluation Reports).
More recent work includes that of Cifter (2011) who developed a hybrid wavelet-based extreme value theory model.
Therefore, different sources of energy consumption might have varying impacts on the output of an economy [Ozun and Cifter (2007)].
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