Concepedia
Statistics
Publications
5
Citations
771
H-Index
Active since
2004
Affiliations
Suffolk University(Current)
United States Securities and Exchange Commission
University of Arizona
State Street (United States)
A. Tolga Ergün is an author at Suffolk University specializing in business, finance, and volatility modeling.
Publications per year
2004–2013
Systemic risk measurement: Multivariate GARCH estimation of CoVaR
Giulio Girardi, A. Tolga Ergün · Journal of Banking & Finance · 2013 · 620 citations
Business, Finance, Financial Management +17
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
Business, Economics, Finance +16
<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
Business, Agricultural Economics, Insurance +16
Trading collar, intraday periodicity and stock market volatility
Satheesh V. Aradhyula, A. Tolga Ergün · Applied Financial Economics · 2004 · 13 citations
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