Details about Ahmet Duran

Access statistics for papers by Ahmet Duran.

Last updated 2021-03-26. Update your information in the RePEc Author Service.

Short-id: pdu165

Journal Articles

2018

1. Spectral analysis of time-dependent market-adjusted return correlation matrix
   Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 273-282
2. The source of error behavior for the solution of Black–Scholes PDE by finite difference and finite element methods
   International Journal of Financial Engineering (IJFE), 2018, 05, (03), 1-22

2017

3. Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines
   International Journal of Business and Economic Sciences Applied Research (IJBESAR), 2017, 10, (3), 67-72

2014

4. Comovement and Polarization of Interest Rate and Stock Market in Turkey
   BIFEC Book of Abstracts & Proceedings, 2014, 1, (2), 130-141 View citations (1)

2011

5. A profitable trading and risk management strategy despite transaction costs
   Quantitative Finance, 2011, 11, (6), 829-848 View citations (5)

2007

6. Overreaction diamonds: precursors and aftershocks for significant price changes
   Quantitative Finance, 2007, 7, (3), 321-342 View citations (10)