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ECONIS (ZBW)
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Pricing temperature-based weather derivatives in China
Göncü, Ahmet
- In:
Journal of risk finance : the convergence of financial …
13
(
2012
)
1
,
pp. 32-44
Persistent link: https://www.econbiz.de/10009488913
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2
Pricing portfolios of contracts on cumulative temperature with risk premium determination
Stojanovic, Srdjan
;
Göncü, Ahmet
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10010492577
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3
Statistical arbitrage with pairs trading
Göncü, Ahmet
;
Akyıldırım, Erdinç
- In:
International review of finance
16
(
2016
)
2
,
pp. 307-319
Persistent link: https://www.econbiz.de/10011713715
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4
Statistical arbitrage in the multi-asset Black-Scholes economy
Göncü, Ahmet
;
Akyildirim, Erdinc
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011716058
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5
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
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6
Variance-Gamma and Normal-Inverse Gaussian models : goodness-of-fit to Chinese high-frequency index returns
Göncü, Ahmet
;
Yang, Hao
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 279-292
Persistent link: https://www.econbiz.de/10011672682
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7
Momentum and reversal strategies in Chinese commodity futures markets
Yang, Yurun
;
Göncü, Ahmet
;
Pantelous, Athanasios A.
- In:
International review of financial analysis
60
(
2018
),
pp. 177-196
Persistent link: https://www.econbiz.de/10012007563
Saved in:
8
Predicting oil prices : a comparative analysis of machine learning and image recognition algorithms for trend prediction
Göncü, Ahmet
;
Kuzubaş, Tolga U.
;
Saltoğlu, Burak
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062432
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