Details about Sait R. Ozturk
Access statistics for papers by Sait R. Ozturk.
Last updated 2017-09-28. Update your information in the RePEc Author Service.
Short-id: poz82
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Journal Articles Chapters
Working Papers
2015
- Dynamic Factor Models for the Volatility Surface
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
- Why do Pit-Hours outlive the Pit?
Tinbergen Institute Discussion Papers, Tinbergen Institute
View citations (1)
2014
- Intraday Price Discovery in Fragmented Markets
Tinbergen Institute Discussion Papers, Tinbergen Institute
View citations (4)
See also Journal Article Intraday price discovery in fragmented markets, Journal of Financial Markets, Elsevier (2017)
View citations (16) (2017)
Journal Articles
2017
- Intraday price discovery in fragmented markets
Journal of Financial Markets, 2017, 32, (C), 28-48
View citations (16)
See also Working Paper Intraday Price Discovery in Fragmented Markets, Tinbergen Institute Discussion Papers (2014)
View citations (4) (2014)
Chapters
2016
- Dynamic Factor Models for the Volatility Surface☆
A chapter in Dynamic Factor Models, 2016, vol. 35, pp 127-174