Cisil Sarisoy

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

854

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.
Downloads 446 ( 83,371)
Citation 3

What is Certain About Uncertainty?

Number of pages: 73 Posted: 07 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 365 (104,232)

Abstract:

Loading...

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 81 (384,486)
Citation 3

Abstract:

Loading...

global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.

Efficient Estimation of Integrated Volatility and Related Processes

Number of pages: 38 Posted: 14 Jul 2013 Last Revised: 21 Jan 2015
Eric Renault, Cisil Sarisoy, Cisil Sarisoy and Bas J. M. Werker
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System and Tilburg University - Center for Economic Research (CentER)
Downloads 278 (140,938)
Citation 3

Abstract:

Loading...

High-frequency data, Integrated power variance, Local Asymptotic Normality, Nonparametric efficiency bounds, Realized volatility, Volatility estimation

3.

Linear Factor Models and the Estimation of Expected Returns

Netspar Discussion Paper No. 03/2016-020
Number of pages: 58 Posted: 20 Apr 2016 Last Revised: 24 May 2021
Cisil Sarisoy, Cisil Sarisoy, Peter de Goeij and Bas J. M. Werker
Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Tilburg University and Tilburg University - Center for Economic Research (CentER)
Downloads 130 (279,342)
Citation 1

Abstract:

Loading...

Cross Section of Expected Returns, Risk Premium, Small Betas, Omitted Factors.