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Details about Mehmet Oğuz Karahan

Homepage:http://oguzkarahan.weebly.com
Workplace:Ekonomi ve Ekonometri Merkezi (EEM) (Center for Economics and Econometrics (CEE)), Boğaziçi Üniversitesi (Bogazici University), (more information at EDIRC)

Access statistics for papers by Mehmet Oğuz Karahan.

Last updated 2018-04-09. Update your information in the RePEc Author Service.

Short-id: pka710


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Working Papers

2014

  1. A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns
    Working Papers, Bogazici University, Department of Economics Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2016)
  2. Auctions with Resale under State Uncertainty
    Working Papers, Bogazici University, Department of Economics Downloads

2013

  1. Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach
    Working Papers, Bogazici University, Department of Economics Downloads View citations (1)

Journal Articles

2016

  1. A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
    The North American Journal of Economics and Finance, 2016, 36, (C), 69-83 Downloads View citations (3)
    See also Working Paper (2014)

2015

  1. Price Discovery Between the New York Stock Exchange and Istanbul Stock Exchange
    Emerging Markets Finance and Trade, 2015, 51, (1), 247-258 Downloads

2013

  1. A Stochastic Model for Natural Gas Consumption: An Application for Turkey
    Iktisat Isletme ve Finans, 2013, 28, (332), 33-46 View citations (1)
  2. Fitting the Variance-Gamma Model: A Goodness-of-Fit Check for Emerging Markets
    Bogazici Journal, Review of Social, Economic and Administrative Studies, 2013, 27, (2), 1-10 Downloads View citations (2)

2011

  1. Pricing of temperature-based weather options for Turkey
    Iktisat Isletme ve Finans, 2011, 26, (309), 33-50 View citations (2)
 
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