4
H index
0
i10 index
31
Citations
Ahmet Goncu : Citation Profile
| RESEARCH PRODUCTION: 13 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2011 - 2016). 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:
| Cites to:
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Main data
Where Ahmet Goncu has published?
| Journals with more than one article published | # docs |
|---|---|
| Iktisat Isletme ve Finans | 2 |
| Journal of Risk Finance | 2 |
| The North American Journal of Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Bogazici University, Department of Economics | 4 |
Recent works citing Ahmet Goncu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A Review of Generalized Hyperbolic Distributions. (2024). Jiang, Xiao ; Hitchen, Thomas ; Nadarajah, Saralees. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10457-5. Full description at Econpapers || Download paper |
Works by Ahmet Goncu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Statistical Arbitrage in the Black-Scholes Framework In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Statistical arbitrage in the Black-Scholes framework.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2016 | Statistical Arbitrage with Pairs Trading In: International Review of Finance. [Full Text][Citation analysis] | article | 5 |
| 2013 | Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | A 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 nother version. Agregated cites: 7 | article | |
| 2014 | A Comparison of Stochastic Models of Natural Gas Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets In: Bogazici Journal, Review of Social, Economic and Administrative Studies. [Full Text][Citation analysis] | article | 2 |
| 2016 | Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2011 | Pricing temperature-based weather derivatives in China In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Comparison of temperature models using heating and cooling degree days futures In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Pricing of temperature-based weather options for Turkey In: Iktisat Isletme ve Finans. [Citation analysis] | article | 1 |
| 2013 | A Stochastic Model for Natural Gas Consumption: An Application for Turkey In: Iktisat Isletme ve Finans. [Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2011 | Pricing temperature-based weather contracts: an application to China In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2012 | An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Estimating sensitivities of temperature-based weather derivatives In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team