Access Statistics for Ahmet Goncu

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
A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns	0	0	0	24	0	1	4	102
A Comparison of Stochastic Models of Natural Gas Consumption	0	0	1	54	1	1	5	132
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach	0	0	0	132	0	1	1	349
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models	0	0	1	51	0	0	3	130
Statistical Arbitrage in the Black-Scholes Framework	0	0	0	49	0	0	0	140
Total Working Papers	0	0	2	310	1	3	13	853

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Stochastic Model for Natural Gas Consumption: An Application for Turkey	0	0	0	0	0	0	3	161
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns	0	0	0	9	1	1	2	67
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange	0	0	0	13	0	0	0	73
Estimating sensitivities of temperature-based weather derivatives	0	1	1	6	0	1	2	34
Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets	0	4	5	81	1	5	9	247
Pricing of temperature-based weather options for Turkey	0	0	0	0	0	0	1	223
Pricing temperature-based weather contracts: an application to China	0	0	0	11	0	1	2	45
Statistical Arbitrage with Pairs Trading	0	0	10	86	0	7	24	176
Statistical arbitrage in the Black-Scholes framework	0	0	0	5	0	0	9	34
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns	0	0	2	16	0	0	6	71
Total Journal Articles	0	5	18	227	2	15	58	1,131

3 registered items for which data could not be found

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Statistics updated 2025-05-12