Mehmet Orhan

Fatih University - Department of Economics

Dr.

Istanbul

Turkey

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 33,029

in Total Papers Downloads

1,438

SSRN CITATIONS
Rank 25,785

SSRN RANKINGS

Top 25,785

in Total Papers Citations

0

CROSSREF CITATIONS

29

Scholarly Papers (6)

1.

Measuring the Systematic Risk of Ipo's Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange

International Journal of Business, Vol. 8, No. 3, 2003, Cass Business School Research Paper, CUBS Finance Working Paper No. 07
Number of pages: 20 Posted: 19 Aug 2003
Yaz Gulnur Muradoglu, Asad Zaman and Mehmet Orhan
Queen Mary University of London, Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE) and Fatih University - Department of Economics
Downloads 471 (63,048)

Abstract:

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Empirical Bayes method, Beta estimation, Forecasting, Capital Asset Pricing Model, Initial public offering

A Comparison of GARCH Models for VAR Estimation

Number of pages: 25 Posted: 07 Sep 2011
Mehmet Orhan and Bülent Köksal
Fatih University - Department of Economics and affiliation not provided to SSRN
Downloads 419 (71,968)

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value-at-risk, VaR, ARCH/GARCH Estimation, back-testing, Kupiec Test, Christoffersen Test, quadratic loss

A Comparison of GARCH Models for VAR Estimation

Expert Systems with Applications, Vol. 39, No. 3, pp. 3582-3592, 2012
Posted: 03 Oct 2011 Last Revised: 01 Nov 2011
Mehmet Orhan and Bülent Köksal
Fatih University - Department of Economics and affiliation not provided to SSRN

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Value-at-risk, ARCH/GARCH estimation, Back-testing, Kupiec Test, Christoffersen Test, Quadratic Loss

3.

Econometric Applications of High-Breakdown Robust Regression Techniques

Economics Letters, Volume 71, Issue 1, April 2001, Pages 1-8, ISSN 0165-1765, 10.1016/S0165-1765(00)00404-3
Number of pages: 8 Posted: 24 Sep 2012
Asad Zaman, Mehmet Orhan and Peter Rousseeuw
Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE), Fatih University - Department of Economics and affiliation not provided to SSRN
Downloads 242 (132,908)
Citation 1

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High breakdown estimates, Masking, Robust regression, Outlier, Leverage point, Least trimmed squares (LTS), Minimum covariance determinant (MCD)

4.

Towards More Objective Credit Rating

Number of pages: 15 Posted: 15 Aug 2011
Mehmet Orhan and Ramazan Alpay
Fatih University - Department of Economics and affiliation not provided to SSRN
Downloads 193 (164,840)

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Credit Rating Agency, reputational capital, S&P, Moody’s, fitch rating, global financial crisis

5.

Market Risk of Developed and Emerging Countries During the Global Financial Crisis

Emerging Markets Finance and Trade, Vol. 49, No. 3, 2013, pp. 20-34.
Number of pages: 22 Posted: 22 Mar 2012 Last Revised: 17 Sep 2013
Bülent Köksal and Mehmet Orhan
affiliation not provided to SSRN and Fatih University - Department of Economics
Downloads 113 (255,401)
Citation 2

Abstract:

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Value-at-Risk (VaR), Developed Countries, Emerging Markets, ARCH/GARCH Estimation, Kupiec Test, Christoffersen Test, Quadratic Loss Function

6.

Are Sovereign Ratings by CRAs Consistent?

Posted: 07 May 2015 Last Revised: 26 Dec 2019
Hami Saka and Mehmet Orhan
Istanbul University and Fatih University - Department of Economics

Abstract:

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Credit Rating Agencies, Sovereign Ratings, Rating Discrepancy, Global Financial Crisis, Paired-t Test, ANOVA.