Erdinç Akyıldırım

Economics and Econometrics · 2020

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Erdinç Akyıldırım trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Aurelio Fernández Bariviera
  4. Andrew Urquhart
  5. Shaen Corbet
  6. Dirk G. Baur

Papers from Erdinç Akyıldırım's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Dynamic Conditional Correlation
  3. Bitcoin, gold and the US dollar – A replication and extension (Finance Research Letters)
  4. The inefficiency of Bitcoin revisited: a dynamic approach
  5. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers