Concepedia

A. Tolga Ergün

AT

Statistics

Publications

5

Citations

750

H-Index

5

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

5

Publications

5

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

Systemic Risk Measurement, Engineering, Financial Risk Management +8

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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