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Information about:
Burak Saltoglu

Personal Details | Affiliation | Works
This is information that was supplied by Burak Saltoglu in registering through RePEc. If you are Burak Saltoglu , 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.

Other registered authors

Personal Details

First Name: Burak
Middle Name:
Last Name: Saltoglu
Suffix:

RePEc Short-ID: psa514

Email: [This author has chosen not to make the email address public]
Homepage: http://econ.boun.edu.tr/saltoglu
Postal Address: Department of Economics, Bogazici University, Bebek, Istanbul, Turkey
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | 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. Saltoglu, Burak & Yazgan, Ege, 2009. "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper 18741, University Library of Munich, Germany. [Downloadable!]

  2. C. Emre Alper & Salih Fendoglu & Burak Saltoglu, 2009. "MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets," Working Papers 2009/04, Bogazici University, Department of Economics. [Downloadable!]

  3. Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008. "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper 7460, University Library of Munich, Germany. [Downloadable!]

  4. Burak Saltoglu & Jon Danielsson, 2003. "Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis," FMG Discussion Papers dp456, Financial Markets Group. [Downloadable!] (restricted)

Articles

  1. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models

    Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225. [Downloadable!]

  2. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128. [Downloadable!]

  3. Burak Saltoğlu, 2003. "Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates," Applied Financial Economics, Taylor and Francis Journals, vol. 13(3), pages 169-176, January. [Downloadable!] (restricted)

  4. Nowman, K. Ben & Saltoglu, Burak, 2003. "Continuous time and nonparametric modelling of U.S. interest rate models," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 25-34. [Downloadable!] (restricted)

  5. K. Ben Nowman & Burak Saltoglu, 2003. "An empirical comparison of interest rates using an interest rate model and nonparametric methods," Applied Economics Letters, Taylor and Francis Journals, vol. 10(10), pages 643-645, August. [Downloadable!] (restricted)

  6. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January. [Downloadable!] (restricted)

  7. Burak Saltoglu, 2000. "Estimating a continuous time portfolio selection model: An application with UK data," Empirical Economics, Springer, vol. 25(1), pages 93-109. [Downloadable!] (restricted)

  8. Saltoglu, Burak, 1998. "Speed of Adjustment of the Long-Run Equilibrium: An Application with US Stock Price and Dividend Data," Applied Financial Economics, Taylor and Francis Journals, vol. 8(4), pages 367-75, August. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2008-03-08 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2009-05-30 Author is listed
  3. NEP-FMK: Financial Markets (1) 2008-03-08 Author is listed
  4. NEP-FOR: Forecasting (2) 2008-03-08 2009-05-30 Author is listed
  5. NEP-RMG: Risk Management (1) 2008-03-08 Author is listed
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This page was last updated on 2009-11-29.

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