Concepedia

Sermin Gungor

SG

Statistics

Publications

5

Citations

80

H-Index

5

Active since

2009

Affiliations

Bank of Canada(Current)

Université Laval

Sermin Gungor is an author at Bank of Canada specializing in statistics, economic analysis, and statistical inference.

Top concepts

StatisticsFinanceBusinessEconomicsEconometricsAsset PricingEconomic AnalysisStatistical InferenceEmpirical FinanceEngineering

Publications per year

2009–2019

5

Publications

5

Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach

Sermin Gungor, Richard Luger · Journal of Business and Economic Statistics · 2012 · 22 citations · Full text

Empirical Finance, Financial Mathematics, Pricing Policy +18

Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances

Sermin Gungor, Richard Luger · Journal of Business and Economic Statistics · 2015 · 17 citations

Multivariate Tests, Parametric Assumptions, Mean-variance Efficiency +18

Exact distribution-free tests of mean-variance efficiency

Sermin Gungor, Richard Luger · Journal of Empirical Finance · 2009 · 15 citations

Test Derivation, Economic Analysis, Biostatistics +4

Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns

Sermin Gungor, Richard Luger · Journal of Financial Econometrics · 2019 · 14 citations · Full text

Empirical Finance, Engineering, Economic Forecasting +19

Funding Risk, Market Liquidity, Market Volatility and the Cross-Section of Asset Returns

Jean‐Sébastien Fontaine, René García, Sermin Gungor · SSRN Electronic Journal · 2016 · 12 citations · Full text

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