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 0 24 1 6 7 108
A Comparison of Stochastic Models of Natural Gas Consumption 0 0 1 55 2 9 13 144
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach 0 0 0 132 2 6 8 357
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 1 52 1 16 18 148
Statistical Arbitrage in the Black-Scholes Framework 0 0 0 49 1 6 9 149
Total Working Papers 0 0 2 312 7 43 55 906


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 2 5 166
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns 0 0 0 9 0 1 4 70
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange 0 0 1 14 0 5 8 81
Estimating sensitivities of temperature-based weather derivatives 0 0 1 6 1 7 13 46
Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets 0 0 4 82 2 5 20 263
Pricing of temperature-based weather options for Turkey 0 0 0 0 0 1 1 224
Pricing temperature-based weather contracts: an application to China 0 0 1 12 0 0 2 47
Statistical Arbitrage with Pairs Trading 0 2 4 90 2 7 12 188
Statistical arbitrage in the Black-Scholes framework 0 0 0 5 1 3 3 37
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns 0 0 1 17 0 6 9 80
Total Journal Articles 0 2 12 235 6 37 77 1,202
3 registered items for which data could not be found


Statistics updated 2026-03-04