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 1 1 1 25 1 4 10 112
A Comparison of Stochastic Models of Natural Gas Consumption 0 0 1 55 0 2 14 147
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach 0 0 0 132 0 1 9 358
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 1 52 0 1 19 149
Statistical Arbitrage in the Black-Scholes Framework 0 0 0 49 1 5 15 155
Total Working Papers 1 1 3 313 2 13 67 921


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 6 167
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns 1 1 1 10 4 7 10 77
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange 0 0 1 14 0 2 11 84
Estimating sensitivities of temperature-based weather derivatives 0 0 0 6 1 3 15 51
Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets 0 0 1 82 0 1 17 265
Pricing of temperature-based weather options for Turkey 0 0 0 0 0 0 1 224
Pricing temperature-based weather contracts: an application to China 0 0 1 12 0 2 4 49
Statistical Arbitrage with Pairs Trading 0 1 5 91 0 7 18 196
Statistical arbitrage in the Black-Scholes framework 0 0 0 5 0 4 7 41
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns 0 0 0 17 0 7 18 90
Total Journal Articles 1 2 9 237 5 33 107 1,244
3 registered items for which data could not be found


Statistics updated 2026-07-10