Tolga Umut Kuzubas : Citation Profile


Are you Tolga Umut Kuzubas?

Boğaziçi Üniversitesi (90% share)
Boğaziçi Üniversitesi (10% share)

3

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

10

Articles

13

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 3
   Journals where Tolga Umut Kuzubas has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 7 (16.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pku237
   Updated: 2019-12-07    RAS profile: 2017-12-15    
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Relations with other researchers


Works with:

Karahan, Mehmet (6)

Goncu, Ahmet (6)

Saltoğlu, Burak (5)

Elgin, Ceyhun (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tolga Umut Kuzubas.

Is cited by:

Peñaloza, Rodrigo Andrés (4)

Silva, Thiago (3)

Rosselot, Santiago (2)

Guerra, Solange (2)

Tabak, Benjamin (2)

Zaharieva, Anna (2)

Elgin, Ceyhun (2)

Mosiño, Alejandro (2)

Skare, Marinko (1)

Gil-Alana, Luis (1)

Tiryaki, S. Tolga (1)

Cites to:

Saltoğlu, Burak (5)

Calvó-Armengol, Antoni (5)

Soramäki, Kimmo (4)

Yakovenko, Victor (4)

Kapadia, Sujit (4)

Elgin, Ceyhun (4)

Bech, Morten (3)

Rochet, Jean (3)

Tabak, Benjamin (3)

Trautmann, Stefan (3)

Arnold, Jeffrey (3)

Main data


Where Tolga Umut Kuzubas has published?


Journals with more than one article published# docs
Iktisat Isletme ve Finans3
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Bogazici University, Department of Economics11

Recent works citing Tolga Umut Kuzubas (2018 and 2017)


YearTitle of citing document
2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Musa, Aliyu ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Emmert-Streib, Frank. In: Papers. RePEc:arx:papers:1710.04455.

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2017Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models. (2017). Crisóstomo, Ricardo ; Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_64en.

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2018Searching with friends. (2018). Witte, Marc ; Franklin, Simon ; Caria, Stefano A. In: CSAE Working Paper Series. RePEc:csa:wpaper:2018-14.

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2018On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process. (2018). Mosiño, Alejandro ; Mosio, Alejandro ; Moreno-Okuno, Alejandro Tatsuo . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00495.

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2017Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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2018Upward wage rigidity and Japans dispatched worker system. (2018). Chen, W D. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:152-162.

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2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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2017The evolution of risk and bailout strategy in banking systems. (2017). Brede, Markus ; McGroarty, Frank ; de Caux, Robert . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:109-118.

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2018Networks of volatility spillovers among stock markets. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vrost, Toma ; Koenda, Even ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1555-1574.

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2018Identifying systemic risk drivers in financial networks. (2018). Ribeiro, Joo Barata ; Stancato, Sergio Rubens ; Silva, Thiago Christiano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:650-674.

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2018Credit risk contagion coupling with sentiment contagion. (2018). Jiang, Shanshan ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:186-202.

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2018Measurement of Systemic Risk in a Common European Union Risk-Based Deposit Insurance System: Formal Necessity or Value-Adding Process?. (2018). Barkauskaite, Aida ; Witkowska, Justyna ; Lakstutiene, Ausrine. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:137-:d:187763.

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2018Testing the great decoupling: a long memory approach. (2018). Gil-Alana, Luis ; Skare, Marinko . In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9390-6.

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2019What is the best Lévy model for stock indices? A comparative study with a view to time consistency. (2019). Massing, Till. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00335-2.

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2019Made for the job or by the job? A lab-in-the-field experiment with firefighters. (2019). Slanicay, Martin ; Stank, Rostislav ; Kral, Ondej. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2019-05.

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2017Estudio empírico sobre el tipo de cambio MXN/USD: Movimiento Browniano Geométrico vs. Proceso Varianza-Gamma. (2017). Mosiño, Alejandro ; Moreno-Okuno, Alejandro T ; Salomon-Nuez, Laura A ; Mosio, Alejandro. In: MPRA Paper. RePEc:pra:mprapa:78961.

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2017Explicando la brecha entre el salario real y la productividad laboral en la República Dominicana: Análisis macroeconómico y recomendaciones de políticas basadas en microsimulaciones. (2017). Jiménez Polanco, Miguel ; Hawa, Nabil Lopez . In: MPRA Paper. RePEc:pra:mprapa:83441.

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2018The Effect of Military Expenditures on the Profit Rates in Turkey. (2018). Elveren, Adem ; ozgur, Goker . In: MPRA Paper. RePEc:pra:mprapa:88848.

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2018A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns. (2018). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:072018.

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Works by Tolga Umut Kuzubas:


YearTitleTypeCited
2010Endogenous Social Networks in the Labor Market In: Working Papers.
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paper2
2012Wage-Productivity Gap in Turkish Manufacturing Sector In: Working Papers.
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paper4
2012Wage-Productivity Gap in Turkish Manufacturing Sector.(2012) In: Iktisat Isletme ve Finans.
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This paper has another version. Agregated cites: 4
article
2013Current Account Balances and Output Volatility In: Working Papers.
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paper1
2013Current account balances and output volatility.(2013) In: Economic Modelling.
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This paper has another version. Agregated cites: 1
article
2013Multiple Job Search Networks: Theory and Evidence from Indonesia In: Working Papers.
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paper3
2013Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach In: Working Papers.
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paper1
2013Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis In: Working Papers.
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paper10
2014Network centrality measures and systemic risk: An application to the Turkish financial crisis.(2014) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 10
article
2014Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation In: Working Papers.
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paper1
2014Auctions with Resale under State Uncertainty In: Working Papers.
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paper0
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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paper3
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.
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This paper has another version. Agregated cites: 3
article
2014A Comparison of Stochastic Models of Natural Gas Consumption In: Working Papers.
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paper0
2017An Investigation of Labor Income Profiles in Turkey 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
2017Measures of individual risk attitudes and portfolio choice: Evidence from pension participants In: Journal of Economic Psychology.
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article1
2016Systemic risk and heterogeneous leverage in banking networks In: Physica A: Statistical Mechanics and its Applications.
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article2
2011Pricing of temperature-based weather options for Turkey In: Iktisat Isletme ve Finans.
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article0
2013A Stochastic Model for Natural Gas Consumption: An Application for Turkey In: Iktisat Isletme ve Finans.
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article0
2007A Monetary Union Model with Cash-in-Advance Constraints In: MPRA Paper.
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paper0
2013Wage-productivity gap in OECD economies In: Economics Discussion Papers.
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paper5
2013Wage-productivity gap in OECD economies.(2013) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 5
article

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