Economics at your fingertips  

Details about Ahmet Duran

Workplace:İstanbul Teknik Üniversitesi, Matematik Mühendisliği

Access statistics for papers by Ahmet Duran.

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

Short-id: pdu165

Jump to Journal Articles

Journal Articles


  1. Spectral analysis of time-dependent market-adjusted return correlation matrix
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 273-282 Downloads
  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 Downloads


  1. 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 Downloads


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


  1. A profitable trading and risk management strategy despite transaction costs
    Quantitative Finance, 2011, 11, (6), 829-848 Downloads View citations (4)


  1. Overreaction diamonds: precursors and aftershocks for significant price changes
    Quantitative Finance, 2007, 7, (3), 321-342 Downloads View citations (10)
Page updated 2023-03-27