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	1	1	15	87	1	3	34	223
Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets	9	16	72	175	18	49	174	348
MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets	3	15	49	49	6	23	74	74
Total Working Papers	13	32	136	311	25	75	282	645

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	5	25	113	7	10	61	267
Assessing the risk forecasts for Japanese stock market	0	0	5	37	0	1	11	152
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).	2	5	24	63	5	15	69	204
Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates	0	1	9	67	1	7	36	296
Continuous time and nonparametric modelling of U.S. interest rate models	0	0	1	39	0	1	7	106
Estimating a continuous time portfolio selection model: An application with UK data	0	0	3	174	3	10	63	795
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check	3	6	53	162	9	27	126	416
Speed of Adjustment of the Long-Run Equilibrium: An Application with US Stock Price and Dividend Data	0	1	1	17	1	4	10	79
Total Journal Articles	9	18	121	672	26	75	383	2,315

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Statistics updated 2009-11-04