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Ergun, A. Tolga's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
761 |
Total
Citations
2 |
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1.
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Girardi, Giulio
Security Exchange Commission Ergun, A. Tolga
State Street Corporation
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14 Mar 11
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Last Revised:
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03 Dec 12
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563
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Value-at-Risk, Conditional Value-at-Risk, Systemic Risk, DCC Model
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2.
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Ergun, A. Tolga
State Street Corporation
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21 Jun 11
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Last Revised:
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14 Sep 11
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122
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Skewness, Kurtosis, Persistence, Robustness
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3.
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Ergun, A. Tolga
State Street Corporation
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28 Dec 10
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Last Revised:
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23 Jan 12
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63
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Skewness preference, agency problem, robust skewness
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4.
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Ergun, A. Tolga
State Street Corporation Ker, Alan P.
University of Arizona - Department of Agricultural and Resource Economics
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5.
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Su, Yongyang
Suffolk University - Department of Economics Ergun, A. Tolga
State Street Corporation
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22 Mar 10
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Last Revised:
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09 Mar 11
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Optimal Hedge Ratio, Skewness, Risk Aversion, Futures, Foreign Exchange, Currency
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Records 1 -
5
of 5 matches
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