Details about Mehmet Oğuz Karahan

Access statistics for papers by Mehmet Oğuz Karahan.

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

Short-id: pka710

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
   See also Journal Article 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, Elsevier (2016) View citations (7) (2016)
2. Auctions with Resale under State Uncertainty
   Working Papers, Bogazici University, Department of Economics

2013

3. Forecasting Daily Residential Natural Gas Consumption: A Dynamic Temperature Modelling Approach
   Working Papers, Bogazici University, Department of Economics 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 View citations (7)
   See also Working Paper A Comparative Goodness-of-fit Analysis of Distributions of Some Levy Processes and Heston Model to Stock Index Returns, Working Papers (2014) (2014)

2015

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

2013

3. A Stochastic Model for Natural Gas Consumption: An Application for Turkey
   Iktisat Isletme ve Finans, 2013, 28, (332), 33-46 View citations (1)
4. 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 View citations (2)

2011

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