Concepedia
Statistics
Publications
5
Citations
750
H-Index
Active since
2004
Affiliations
United States Securities and Exchange Commission(Current)
University of Arizona
State Street (United States)
A. Tolga Ergün is an author at United States Securities and Exchange Commission specializing in business, finance, and statistics.
Top concepts
BusinessFinanceStatisticsEngineeringEconometricsEconomicsManagementAsset PricingRisk ManagementFinancial Crisis
Publications per year
2004–2013
Systemic risk measurement: Multivariate GARCH estimation of CoVaR
Giulio Girardi, A. Tolga Ergün · Journal of Banking & Finance · 2013 · 599 citations
Systemic Risk Measurement, Engineering, Financial Risk Management +8
Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR
Giulio Girardi, A. Tolga Ergün · SSRN Electronic Journal · 2012 · 92 citations · Full text
Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall
A. Tolga Ergün, Jongbyung Jun · The Quarterly Review of Economics and Finance · 2010 · 32 citations
Forecasting Methodology, Volatility Modeling, Economic Forecasting +12
<scp>On the Revelation of Private Information in the U.S. Crop Insurance Program</scp>
Alan P. Ker, A. Tolga Ergün · Journal of Risk & Insurance · 2007 · 14 citations
Applied Economics, Agricultural Economics, Agri-environmental Policy +18
Trading collar, intraday periodicity and stock market volatility
Satheesh V. Aradhyula, A. Tolga Ergün · Applied Financial Economics · 2004 · 13 citations
Economics, Volatility Modeling, Financial Economics +14
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