Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall
Ergün, A. Tolga, Jun, Jongbyung
Published in The Quarterly review of economics and finance (01.08.2010)
Published in The Quarterly review of economics and finance (01.08.2010)
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Journal Article
Türkiye deki Banka Faaliyet Türleri İle Ekonomik Büyüme Arasındaki İlişkinin Araştırılması / The Research on Relationship Between Bank Activity Types And Economic Growth in Turkey
Ergün, Tolga
Published in ETU Sentez Iktisadi ve Idari Bilimler Dergisi, Erzurum Teknik Universitesi (14.12.2020)
Published in ETU Sentez Iktisadi ve Idari Bilimler Dergisi, Erzurum Teknik Universitesi (14.12.2020)
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Measuring Hedge Fund Liquidity Mismatch
Aragon, George O., Ergun, A. Tolga, Girardi, Giulio, Sherman, Mila Getmansky
Published in The journal of alternative investments (01.07.2021)
Published in The journal of alternative investments (01.07.2021)
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