Access Statistics for Burak Saltoglu

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis	0	4	15	69	5	15	49	181
Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets	3	15	86	86	11	42	138	138
Total Working Papers	3	19	101	155	16	57	187	319

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An empirical comparison of interest rates using an interest rate model and nonparametric methods	4	7	25	86	4	18	55	202
Assessing the risk forecasts for Japanese stock market	2	3	9	32	2	7	28	140
Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; see Bao et al. (2004).	5	8	20	35	6	18	74	119
Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates	1	1	8	57	3	10	42	255
Continuous time and nonparametric modelling of U.S. interest rate models	3	4	6	37	3	10	21	97
Estimating a continuous time portfolio selection model: An application with UK data	3	6	12	171	5	12	35	727
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check	1	6	47	105	7	20	117	279
Speed of Adjustment of the Long-Run Equilibrium: An Application with US Stock Price and Dividend Data	0	0	2	16	0	2	8	69
Total Journal Articles	19	35	129	539	30	97	380	1,888

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Statistics updated 2008-09-04