Mustafa Karaman

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Mustafa Karaman trusts overall

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

  1. Jay Breidt
  2. Ramazan Gencay

Papers from Mustafa Karaman's perspective

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

  1. Robust Locally Weighted Regression and Smoothing Scatterplots
  2. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  3. The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
  4. Extreme value theory and Value-at-Risk: Relative performance in emerging markets
  5. Nonlinear Time Series: Nonparametric and Parametric Methods
  6. The price of terror: The effects of terrorism on stock market returns and volatility
  7. Value-at-Risk Prediction: A Comparison of Alternative Strategies
  8. Generalized autoregressive conditional heteroskedasticity
  9. Statistical Inference Using Extreme Order Statistics
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers