Information about:
Burak Saltoglu

Other registered authors

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

• İktisat Bölümü (Department of Economics)
  Boğaziçi Üniversitesi

  Location: İstanbul, Turkey
  Homepage: http://www.econ.boun.edu.tr/
  Email:
  Phone: +90 (212) 359-6505
  Fax: +90 (212) 287-2453
  Postal: Natuk Birkan Hall, Bebek, 34342 İstanbul
  Handle: RePEc:edi:deboutr (registered authors at this institution)

• Ekonomi ve Ekonometri Merkezi (EEM) (Center for Economics and Econometrics (CEE))
  Boğaziçi Üniversitesi

  Location: İstanbul, Turkey
  Homepage: http://www.cee.boun.edu.tr/
  Email:
  Phone: 90-212-358 15 00
  Fax: 90-212-287 24 53
  Postal: 34342 Bebek, İstanbul
  Handle: RePEc:edi:cxboutr (registered authors at this institution)

Working papers

1. 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!]

2. 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!]

3. 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)

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)

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

This page was last updated on 2009-11-1.