Ahmet Goncu : Citation Profile


Are you Ahmet Goncu?

3

H index

0

i10 index

26

Citations

RESEARCH PRODUCTION:

12

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 5
   Journals where Ahmet Goncu has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 3 (10.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo527
   Updated: 2021-11-28    RAS profile: 2016-10-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ahmet Goncu.

Is cited by:

van Kooten, Gerrit (3)

Mosiño, Alejandro (2)

Crisóstomo, Ricardo (1)

Nguyen, Duc Khuong (1)

Sensoy, Ahmet (1)

Perote, Javier (1)

Ramos, Arturo (1)

Longden, Thomas (1)

Trueck, Stefan (1)

Siu, Tak Kuen (1)

Cites to:

Yakovenko, Victor (6)

Djehiche, Boualem (4)

Platen, Eckhard (4)

Diebold, Francis (3)

Scholes, Myron (3)

Jarrow, Robert (3)

Erdoğdu, Erkan (3)

Richards, Timothy (2)

AFAWUBO, Komivi (2)

Hamilton, James (2)

Huck, Nicolas (2)

Main data


Where Ahmet Goncu has published?


Journals with more than one article published# docs
The North American Journal of Economics and Finance2
Iktisat Isletme ve Finans2
Journal of Risk Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Bogazici University, Department of Economics4

Recent works citing Ahmet Goncu (2021 and 2020)


YearTitle of citing document
2020A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502.

Full description at Econpapers || Download paper

2021Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence. (2021). Xiong, Xiong ; Gong, Xiao-Li. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301343.

Full description at Econpapers || Download paper

2021Student’s t mixture models for stock indices. A comparative study. (2021). Ramos, Arturo ; Massing, Till. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004167.

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2021Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market. (2021). Aggarwal, Navdeep. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09317-1.

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2021Statistical arbitrage: Factor investing approach. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hekimoglu, Alper ; Goncu, Ahmet ; Akyildirim, Erdinc. In: MPRA Paper. RePEc:pra:mprapa:105766.

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Works by Ahmet Goncu:


YearTitleTypeCited
2014Statistical Arbitrage in the Black-Scholes Framework In: Papers.
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paper1
2015Statistical arbitrage in the Black-Scholes framework.(2015) In: Quantitative Finance.
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This paper has another version. Agregated cites: 1
article
2016Statistical Arbitrage with Pairs Trading In: International Review of Finance.
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article4
2013Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach In: Working Papers.
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paper1
2013Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers.
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paper1
2014A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns In: Working Papers.
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paper5
2016A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns.(2016) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2014A Comparison of Stochastic Models of Natural Gas Consumption In: Working Papers.
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paper0
2013Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
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article2
2016Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns In: The North American Journal of Economics and Finance.
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article2
2011Pricing temperature-based weather derivatives in China In: Journal of Risk Finance.
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article1
2013Comparison of temperature models using heating and cooling degree days futures In: Journal of Risk Finance.
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article0
2011Pricing of temperature-based weather options for Turkey In: Iktisat Isletme ve Finans.
[Citation analysis]
article1
2013A Stochastic Model for Natural Gas Consumption: An Application for Turkey In: Iktisat Isletme ve Finans.
[Citation analysis]
article0
2011Pricing temperature-based weather contracts: an application to China In: Applied Economics Letters.
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article6
2012An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange In: Applied Financial Economics.
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article1
2015Estimating sensitivities of temperature-based weather derivatives In: Applied Economics.
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article1

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