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Information about:
Ekrem Kilic

Personal Details | Affiliation | Works
This is information that was supplied by Ekrem Kilic in registering through RePEc. If you are Ekrem Kilic , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Ekrem
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Last Name: Kilic
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RePEc Short-ID: pki111

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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Kilic, Ekrem, 2006. "Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio," MPRA Paper 5610, University Library of Munich, Germany. [Downloadable!]

  2. Ekrem Kilic, 2005. "A Nonparametric Way of Distribution Testing," Econometrics 0510006, EconWPA. [Downloadable!]

  3. Ekrem Kilic, 2005. "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics 0510007, EconWPA. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2005-11-05 Author is listed
  2. NEP-CWA: Central & Western Asia (1) 2005-11-05 Author is listed
  3. NEP-ECM: Econometrics (2) 2005-11-05 2005-11-05 Author is listed
  4. NEP-FMK: Financial Markets (1) 2005-11-05 Author is listed
  5. NEP-FOR: Forecasting (1) 2005-11-05 Author is listed
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This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.