Access Statistics for Ahmet Goncu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 25 0 0 10 112
A Comparison of Stochastic Models of Natural Gas Consumption 0 0 0 55 0 0 12 147
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach 0 0 0 132 0 0 9 358
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 0 52 0 2 19 151
Statistical Arbitrage in the Black-Scholes Framework 0 0 0 49 1 3 16 158
Total Working Papers 0 0 1 313 1 5 66 926


Journal Article File Downloads Abstract Views
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 4 167
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns 1 2 3 12 1 3 13 80
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange 0 0 1 14 1 2 13 86
Estimating sensitivities of temperature-based weather derivatives 0 0 0 6 0 1 16 52
Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets 0 1 1 83 1 2 15 267
Pricing of temperature-based weather options for Turkey 0 0 0 0 0 2 3 226
Pricing temperature-based weather contracts: an application to China 0 0 1 12 0 1 4 50
Statistical Arbitrage with Pairs Trading 0 0 3 91 1 2 17 198
Statistical arbitrage in the Black-Scholes framework 0 0 0 5 1 2 9 43
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns 0 0 0 17 0 0 17 90
Total Journal Articles 1 3 9 240 5 15 111 1,259
3 registered items for which data could not be found


Statistics updated 2026-10-11