F. Selçuk
Economics and Econometrics · 2001–2005
A researcher in the Science corpus: 7 papers; trusts 12 researchers and is trusted by 47 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 21 citations into it; #2,058 of 23,481 by trust here, #2,796 by citations
- Finance — 13 citations into it; #1,320 of 10,518 by trust here, #1,508 by citations
Whom F. Selçuk trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Stéphane Mallat
- Tim Bollerslev
- Robert F. Engle
- Ramazan Gencay
- Ingrid Daubechies
- Daniel B. Nelson
- Michel M. Dacorogna
- Jem N. Corcoran
- Paul Embrechts
- Brandon Whitcher
Who trusts F. Selçuk overall
- Ramazan Gencay
- James B. Ramsey
- Patrick M. Crowley
- Ramazan Gen¸ay
- Thomas Conlon
- V. Fernandez
- Luís Aguiar-Conraria
- Brandon Whitcher
- K. F. Chan
- M. Nieto
Papers from F. Selçuk's perspective
Ordered by how strongly the researchers F. Selçuk trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- A wavelet tour of signal processing
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Ten Lectures on Wavelets
- The Distribution of Realized Exchange Rate Volatility
- A Theory for Multiresolution Signal Decomposition: The Wavelet Representation
- Wavelet Methods for Time Series Analysis (Technometrics)
Their papers
- An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2001) — 1,148 citations
- Scaling properties of foreign exchange volatility (2001) — 195 citations
- High volatility, thick tails and extreme value theory in value-at-risk estimation (2003) — 201 citations
- Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004) — 447 citations
- Differentiating intraday seasonalities through wavelet multi-scaling (2001) — 188 citations
- Multiscale systematic risk (2005) — 338 citations
- A Brief account of the Turkish economy: 1980-2000 (2001) — 119 citations