Concepedia

Faruk Selçuk∥

FS

24

Publications

2.1K

Citations

19

H-Index

1994

Active since

Affiliations

Bilkent University(Current)

Simon Fraser University

University of Windsor

GlaxoSmithKline (United Kingdom)

Faruk Selçuk∥ is an author at Bilkent University specializing in finance, business, and economics.

Top concepts

Publications per year

1994–2010

24

Publications

24

Extreme value theory and Value-at-Risk: Relative performance in emerging markets

Ramazan Gençay, Faruk Selçuk∥ · International Journal of Forecasting · 2004 · 416 citations · Full text

, , +10

Multiscale systematic risk

Ramazan Gençay, Faruk Selçuk∥, Brandon Whitcher · Journal of International Money and Finance · 2004 · 309 citations · Full text

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Scaling properties of foreign exchange volatility

Ramazan Gençay, Faruk Selçuk∥, Brandon Whitcher · Physica A Statistical Mechanics and its Applications · 2001 · 194 citations

, , +3

Differentiating intraday seasonalities through wavelet multi-scaling

Ramazan Gençay, Faruk Selçuk∥, Brandon Whitcher · Physica A Statistical Mechanics and its Applications · 2001 · 172 citations

, , +6

High volatility, thick tails and extreme value theory in value-at-risk estimation

Ramazan Gençay, Faruk Selçuk∥, Abdurrahman Ulugülyağcı · Insurance Mathematics and Economics · 2003 · 168 citations

, , +11

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