Ahmet Vedat Akgiray

Ahmet Vedat Akgiray

Bogazici University - İstanbul / Türkiye
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 206092
Boğaziçi Üniversitesi
person_outline Ahmet Vedat Akgiray's MOST POPULAR ARTICLES
1-) Conditional heteroscedasticity in time series of stock returns: Evidence and forecastsV AkgirayJournal of business, 55-80, 198914811989
2-) The stable-law model of stock returnsV Akgiray, GG BoothJournal of Business & Economic Statistics 6 (1), 51-57, 19883351988
3-) Mixed diffusion-jump process modeling of exchange rate movementsV Akgiray, GG BoothThe Review of Economics and Statistics, 631-637, 19882361988
4-) Estimation of stable-law parameters: A comparative studyV Akgiray, CG LamoureuxJournal of Business & Economic Statistics 7 (1), 85-93, 19891181989
5-) Conditional dependence in precious metal pricesV Akgiray, GG Booth, JJ Hatem, C MustafaFinancial Review 26 (3), 367-386, 19911101991