C. COŞKUN KÜÇÜKÖZMEN : Citation Profile


Are you C. COŞKUN KÜÇÜKÖZMEN?

İzmir Ekonomi Üniversitesi

4

H index

2

i10 index

34

Citations

RESEARCH PRODUCTION:

9

Articles

2

Papers

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 1
   Journals where C. COŞKUN KÜÇÜKÖZMEN has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (2.86 %)

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   Permalink: http://citec.repec.org/pku99
   Updated: 2018-11-10    RAS profile: 2017-09-08    
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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 C. COŞKUN KÜÇÜKÖZMEN.

Is cited by:

BenSaïda, Ahmed (3)

lucey, brian (2)

Bulla, Jan (2)

Wang, X. (2)

Hasman, Augusto (1)

Mokni, Khaled (1)

Stoja, Evarist (1)

Pizzutilo, Fabio (1)

Yang, Jian (1)

Teräsvirta, Timo (1)

Hueng, C. (1)

Cites to:

McDonald, James (5)

Reboredo, Juan (3)

Engle, Robert (3)

Baruník, Jozef (3)

Avdulaj, Krenar (3)

Hacihasanoglu, Erk (2)

Van Robays, Ine (2)

Newey, Whitney (2)

Copeland, Laurence (2)

Ratti, Ronald (2)

Nguyen, Duc Khuong (2)

Main data


Where C. COŞKUN KÜÇÜKÖZMEN has published?


Journals with more than one article published# docs
Iktisat Isletme ve Finans2

Recent works citing C. COŞKUN KÜÇÜKÖZMEN (2018 and 2017)


YearTitle of citing document
2018Combined Mutiplicative-Heston Model for Stochastic Volatility. (2018). Moghaddam, Dashti M ; Serota, R A. In: Papers. RePEc:arx:papers:1807.10793.

Full description at Econpapers || Download paper

2018A copula-based flexible-stochastic programming method for planning regional energy system under multiple uncertainties: A case study of the urban agglomeration of Beijing and Tianjin. (2018). Yu, L ; Nie, S ; Fan, Y R ; Huang, G H ; Li, Y P. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:60-74.

Full description at Econpapers || Download paper

2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

Full description at Econpapers || Download paper

2017Using parametric classification trees for model selection with applications to financial risk management. (2017). Adcock, C J ; Meade, N. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:746-765.

Full description at Econpapers || Download paper

2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

Full description at Econpapers || Download paper

2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

Full description at Econpapers || Download paper

Works by C. COŞKUN KÜÇÜKÖZMEN:


YearTitleTypeCited
2001The Empirical Distribution of UK and US Stock Returns In: Journal of Business Finance & Accounting.
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article10
2001Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management In: European Journal of Operational Research.
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article1
2017The impact of crude oil prices on financial market indicators: copula approach In: Energy Economics.
[Full Text][Citation analysis]
article4
2011Analyzing the Dual Long Memory in Stock Market Returns In: Ege Academic Review.
[Full Text][Citation analysis]
article1
2003Forecasting Value at Risk in Emerging Arab Stock Markets In: Discussion Papers.
[Full Text][Citation analysis]
paper0
1996Mevduat Sigortası In: Iktisat Isletme ve Finans.
[Citation analysis]
article0
1999Bankacılıkta Risk Yönetimi Ve Sermaye Yeterliliği Value At Risk Uygulamaları In: Iktisat Isletme ve Finans.
[Citation analysis]
article0
1999Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets In: Research Papers.
[Citation analysis]
paper0
2012Guest Editors Introduction In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2001The empirical distribution of stock returns: evidence from an emerging European market In: Applied Economics Letters.
[Full Text][Citation analysis]
article6
2004Skewness in the conditional distribution of daily equity returns In: Applied Financial Economics.
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article12

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team