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 3 4 9 111
A Comparison of Stochastic Models of Natural Gas Consumption 0 0 1 55 1 4 14 146
Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach 0 0 0 132 0 2 8 357
Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models 0 0 1 52 1 2 19 149
Statistical Arbitrage in the Black-Scholes Framework 0 0 0 49 4 6 14 154
Total Working Papers 0 0 2 312 9 18 64 917

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 1 6 167
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns 0 0 0 9 3 3 6 73
An analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange 0 0 1 14 2 3 11 84
Estimating sensitivities of temperature-based weather derivatives 0 0 0 6 2 5 16 50
Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets 0 0 1 82 0 3 17 264
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 2 2 4 49
Statistical Arbitrage with Pairs Trading 0 0 4 90 5 8 18 194
Statistical arbitrage in the Black-Scholes framework 0 0 0 5 3 4 6 40
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns 0 0 1 17 5 8 17 88
Total Journal Articles 0 0 8 235 22 37 102 1,233
3 registered items for which data could not be found
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Statistics updated 2026-05-06