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Gençay, Ramazan
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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High volatility, thick tails and extreme value theory in value-at-risk estimation
Gençay, Ramazan
;
Selçuk, Faruk
;
Ulugülyagci, Abdurrahman
- In:
Insurance / Mathematics & economics
33
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10006885590
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2
A visual goodness-of-fit test for econometric models
Gençay, Ramazan
;
Selçuk, Faruk
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 157-167
Persistent link: https://www.econbiz.de/10009949727
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3
EVIM : a software package for extreme value analysis in MATLAB
Gençay, Ramazan
;
Selçuk, Faruk
;
Ulugülyagci, Abdurrahman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
3
,
pp. 213-239
Persistent link: https://www.econbiz.de/10009949760
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4
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Gençay, Ramazan
;
Selçuk, Faruk
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 287-304
Persistent link: https://www.econbiz.de/10006964439
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5
Software reviews
Gençay, Ramazan
;
Selçuk, Faruk
- In:
International journal of forecasting
17
(
2001
)
2
,
pp. 305-316
Persistent link: https://www.econbiz.de/10006979620
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6
Overnight borrowing, interest rates and extreme value theory
Gençay, Ramazan
;
Selçuk, Faruk
- In:
European economic review : EER
50
(
2006
)
3
,
pp. 547-564
Persistent link: https://www.econbiz.de/10007634378
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7
Forecasting inflation using interest rates and time series models
Selçuk, Faruk
- In:
Yapı Kredı economic review : quarterly publ. of …
7
(
1996
)
1
,
pp. 39-48
Persistent link: https://www.econbiz.de/10009948329
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8
A multi-resolution census algorithm for calculating vortex statistics in turbulent flows
Whitcher, Brandon
;
Lee, Thomasc M.
;
Weiss, Jeffreyb
; …
- In:
Journal of the Royal Statistical Society / C
57
(
2008
)
3
,
pp. 293-312
Persistent link: https://www.econbiz.de/10008221118
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9
Asymmetric stochastic volatility in emerging stock markets
Selçuk, Faruk
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 867-874
Persistent link: https://www.econbiz.de/10007640026
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10
Seigniorage, Currency Substitution, and Inflation in Turkey
Selçuk, Faruk
- In:
Russian & East European finance and trade
37
(
2001
)
6
,
pp. 47-57
Persistent link: https://www.econbiz.de/10006270356
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