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	2	2	3	104
A Comparison of Stochastic Models of Natural Gas Consumption	0	0	1	55	4	4	8	139
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach	0	0	0	132	2	4	5	353
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models	0	0	1	52	13	13	16	145
Statistical Arbitrage in the Black-Scholes Framework	0	0	0	49	1	2	4	144
Total Working Papers	0	0	2	312	22	25	36	885

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	2	3	6	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	2	3	69
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange	0	1	1	14	2	5	5	78
Estimating sensitivities of temperature-based weather derivatives	0	0	1	6	2	5	8	41
Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets	0	0	5	82	3	9	19	261
Pricing of temperature-based weather options for Turkey	0	0	0	0	1	1	1	224
Pricing temperature-based weather contracts: an application to China	0	1	1	12	0	1	4	47
Statistical Arbitrage with Pairs Trading	2	2	5	90	2	2	15	183
Statistical arbitrage in the Black-Scholes framework	0	0	0	5	1	1	1	35
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns	0	0	2	17	2	3	6	76
Total Journal Articles	2	4	15	235	15	32	68	1,180

3 registered items for which data could not be found

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Statistics updated 2026-01-09