Burak Saltoğlu

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Burak Saltoğlu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Ken West
  5. Jem N. Corcoran
  6. F. Longin
  7. Alexander J. McNeil
  8. Roger W. Koenker
  9. Francis X. Diebold

Who trusts Burak Saltoğlu overall

  1. M. Nieto

Papers from Burak Saltoğlu's perspective

Ordered by how strongly the researchers Burak Saltoğlu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. Asymptotic Inference about Predictive Ability
  7. Semiparametric ARCH models
  8. Common risk factors in the returns on stocks and bonds
  9. From value at risk to stress testing : The extreme value approach Franc ß ois
  10. Value at Risk Calculations, Extreme Events, and Tail Estimation

Their papers