| Evaluating predictive performance of value‐at‐risk models in emerging markets: a reality check Y Bao, TH Lee, B Saltoglu Journal of forecasting 25 (2), 101-128, 2006 | 299 | 2006 |
| Comparing density forecast models Y Bao, TH Lee, B Saltoğlu Journal of Forecasting 26 (3), 203-225, 2007 | 183 | 2007 |
| Türkiye Ekonomisinde Sermaye Hareketleri T Berksoy, B Saltoğlu İstanbul Ticaret Odası, 1998 | 90 | 1998 |
| Network centrality measures and systemic risk: An application to the Turkish financial crisis TU Kuzubaş, I Ömercikoğlu, B Saltoğlu Physica A: Statistical Mechanics and its Applications 405, 203-215, 2014 | 86 | 2014 |
| A test for density forecast comparison with applications to risk management Y Bao, TH Lee, B Saltoglu Department of Economics, UC Riverside, 2004 | 50 | 2004 |
| Forecasting stock market volatilities using MIDAS regressions: An application to the emerging markets CE Alper, S Fendoglu, B Saltoglu | 46 | 2008 |
| İMKB getiri volatilitesinin makroekonomik konjoktür bağlamında irdelenmesi H Güneş, B Saltoğlu Borsası, 1998 | 44 | 1998 |
| Assessing the risk forecasts for Japanese stock market TH Lee, B Saltoğlu Japan and the World Economy 14 (1), 63-85, 2002 | 39 | 2002 |
| MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets CE Alper, S Fendoglu, B Saltoglu Economics Letters 117 (2), 528-532, 2012 | 37 | 2012 |
| Türev araçlar, piyasalar ve risk yönetimi B Saltoğlu SPK Lisanslama Sınavları Çalışma Kitapları. Sermaye Piyasası Lisanslama …, 2014 | 34 | 2014 |
| Intra-day features of realized volatility: evidence from an emerging market B Kayahan, T Stengos, B Saltoglu International Journal of Business and Economics 1 (1), 17, 2002 | 32 | 2002 |
| Modeling business cycles with markov switching Var model: an application on turkish business cycles B Saltoğlu, Z Şenyüz, E Yoldaş METU CONFERENCE IN ECONOMICS, VII, 2003 | 29 | 2003 |
| Continuous time and nonparametric modelling of US interest rate models KB Nowman, B Saltoğlu International Review of Financial Analysis 12 (1), 25-34, 2003 | 25 | 2003 |
| Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates B Saltoglu Applied Financial Economics 13 (3), 169-176, 2003 | 24 | 2003 |
| Measures of individual risk attitudes and portfolio choice: Evidence from pension participants MY Gürdal, TU Kuzubaş, B Saltoğlu Journal of Economic Psychology 62, 186-203, 2017 | 23 | 2017 |
| Analyzing systemic risk with financial networks an application during a financial crash B Saltoglu, T Yenilmez | 20* | 2010 |
| Ekonomik Büyüme ve Finansal Piyasaların Gelişimi B Saltoğlu İktisat Dergisi 12 (25), 13-37, 1998 | 19 | 1998 |
| Anatomy of a market crash: A market microstructure analysis of the Turkish overnight liquidity crisis J Danielsson, B Saltoglu Available at SSRN 424924, 2003 | 18 | 2003 |
| Systemic risk and heterogeneous leverage in banking networks TU Kuzubaş, B Saltoğlu, C Sever Physica A: Statistical Mechanics and its Applications 462, 358-375, 2016 | 17* | 2016 |
| A High Frequency Analysis of Financial Risk and Crisis: An Empirical Study on Turkish Financial Market B Saltoglu Istanbul: Yaylım Publishing, 2003 | 15* | 2003 |
Tae-Hwy LeeUniversity of California, RiversideVerified email at ucr.edu
