Financial modelling with Ornstein-Uhlenbeck processes driven by Lévy process O Onalan Proceedings of the World Congress on Engineering 2, 1-3, 2009 | 35 | 2009 |
Estimation of economic growth using Grey Cobb-Douglas production function: An application for US economy O Onalan, H Basegmez Journal of Business Economics and Finance 7 (2), 178-190, 2018 | 25 | 2018 |
Finans mühendisliğinde matematiksel modelleme Ö Önalan Avcıol Basım Yayın, 2004 | 25 | 2004 |
Stokastik süreçler Ö Önalan Avcıol, 2010 | 14 | 2010 |
Fractional Ornstein-Uhlenbeck processes driven by stable Lévy motion in finance O Onalan International Research Journal of Finance and Economics 42, 129-139, 2010 | 12 | 2010 |
FİNANSAL ZAMAN SERİLERİ İÇİN ORTALAMAYA DÖNME SIÇRAMA DİFÜZYON MODELİ Ö Önalan Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 22 (1), 201-224, 2014 | 10 | 2014 |
Finansal Risk Yönetiminde Ekstrem Değer Teorisi Ö Önalan Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 18 (1), 423-437, 2003 | 9 | 2003 |
Financial risk management with normal inverse Gaussian distributions O Onalan International Research Journal of Finance and Economics 38, 104-115, 2010 | 8 | 2010 |
Time-changed generalized mixed fractional Brownian motion and application to arithmetic average Asian option pricing Ö Önalan Int. J. Appl. Math. Res 6, 85-92, 2017 | 7 | 2017 |
Currency Exchange Rate Estimation Using Grey Markov Prediction Model O Onalan Journal of Economics Finance and Accounting 1 (3), 205-217, 2014 | 7 | 2014 |
Vasicek ve CIR modelleri kullanılarak oynaklık ve faiz oranlarının modellenmesi Ö Önalan Marmara Üniversitesi İİ BF Dergisi 27 (2), 329-344, 2009 | 6 | 2009 |
Hisse senedi fiyat değişimlerinin stokastik süreç olarak analizi Ö Önalan PQDT-Global, 1996 | 6 | 1996 |
Martingale measures for NIG Lévy processes with applications to mathematical finance O Onalan International Research Journal of Finance and Economics 34, 56-68, 2009 | 5 | 2009 |
Subdiffusive Ornstein-Uhlenbeck processes and applications to finance Ö Önalan Proceedings of the World Congress on Engineering 2, 2015 | 4 | 2015 |
Financial asset returns modeling using α-stable self-similar processes O Onalan International Conference on Stochastic Finance, Instituto Superior de …, 2004 | 4 | 2004 |
Meixner Süreci İle Reel Efektif Döviz Kuru'nun Modellenmesi Ö Önalan Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 30 (1), 263-281, 2011 | 3 | 2011 |
Markov Süreçleri Ö ÖNALAN Öneri Dergisi 1 (1), 125-130, 1994 | 3 | 1994 |
Estimation of Effect on Gross Domestic Product of Production Factors Using CES and Translog Production Functions: An Application to China Economy Ö Önalan, H Başeğmez Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 476-493, 2022 | 2 | 2022 |
The Ornstein–Uhlenbeck processes driven by Lévy process and application to finance Ö Önalan Electronic Engineering and Computing Technology, 443-453, 2010 | 2 | 2010 |
Self-similarity and multifractality in financial asset returns Ö Önalan WIT Transactions on Modelling and Simulation 38, 2004 | 2 | 2004 |