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Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey
Ozun, Alper; Cifter, Atilla; Yılmazer, Sait - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 164-179
Persistent link: https://www.econbiz.de/10003953354
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The time-varying currency risk exposure on firms : cross-sectoral evidence from Turkey on the EU integration process
Ozun, Alper - In: Banks and bank systems : international research journal 2 (2007) 4, pp. 13-20
Persistent link: https://www.econbiz.de/10003858069
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Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets
Silahli, Baykar; Dingec, Kemal Dincer; Cifter, Atilla; … - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012485378
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Informational dependency between spot and futures markets : evidence from Turkish foreign exchange markets
Lee, Yen-hsian; Ozun, Alper - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 99-108
Persistent link: https://www.econbiz.de/10010209490