Burak Saltoglu
Burak Saltoglu
professor of economics boğazici university and Riskturk
boun.edu.tr üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
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
2972006
Comparing density forecast models
Y Bao, TH Lee, B Saltoğlu
Journal of Forecasting 26 (3), 203-225, 2007
1782007
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
692014
Türkiye Ekonomisinde Sermaye Hareketleri
T Berksoy, B Saltoğlu
İstanbul Ticaret Odası, 1998
601998
A test for density forecast comparison with applications to risk management
Y Bao, TH Lee, B Saltoglu
Department of Economics, UC Riverside, 2004
492004
Forecasting stock market volatilities using MIDAS regressions: An application to the emerging markets
CE Alper, S Fendoglu, B Saltoglu
432008
Assessing the risk forecasts for Japanese stock market
TH Lee, B Saltoğlu
Japan and the World Economy 14 (1), 63-85, 2002
392002
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
312002
İMKB getiri volatilitesinin makroekonomik konjoktür bağlamında irdelenmesi
H Güneş, B Saltoğlu
Borsası, 1998
291998
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
28*2012
Modeling business cycles with markov switching Var model: an application on turkish business cycles
B Saltoğlu, Z Şenyüz, E Yoldaş
METU Conference in Economics 7, 6-9, 2003
242003
Continuous time and nonparametric modelling of US interest rate models
KB Nowman, B Saltoğlu
International Review of Financial Analysis 12 (1), 25-34, 2003
242003
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
242003
Analyzing systemic risk with financial networks an application during a financial crash
B Saltoglu, T Yenilmez
20*2010
Anatomy of a market crash: A market microstructure analysis of the Turkish overnight liquidity crisis
J Danielsson, B Saltoglu
Available at SSRN 424924, 2003
192003
Türev araçlar, piyasalar ve risk yönetimi
B Saltoğlu
SPK Lisanslama Sınavları Çalışma Kitapları. Sermaye Piyasası Lisanslama …, 2014
182014
Ekonomik Büyüme ve Finansal Piyasaların Gelişimi
B Saltoğlu
İktisat Dergisi 12 (25), 13-37, 1998
161998
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
152017
A High Frequency Analysis of Financial Risk and Crisis: An Empirical Study on Turkish Financial Market
B Saltoglu
Istanbul: Yaylım Publishing, 2003
15*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
13*2016
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20