Concepedia

Cisil Sarisoy

CS

5

Publications

177

Citations

5

H-Index

2013

Active since

Affiliations

Federal Reserve(Current)

Federal Reserve Board of Governors

Fudan University

Tilburg University

University of Virginia

Cisil Sarisoy is an author at Federal Reserve specializing in volatility modeling, statistics, and uncertainty quantification.

Top concepts

BusinessStatisticsVolatility ModelingUncertainty QuantificationFinanceEconomicsManagementReliabilityEpistemologyAsset Pricing

Publications per year

2013–2023

5

Publications

5

What is Certain about Uncertainty?

Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño et al. · Journal of Economic Literature · 2023 · 87 citations

Empirical Finance, Volatility Modeling, Uncertainty Evaluation +23

EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES

Éric Renault, Cisil Sarisoy, Bas J. M. Werker · Econometric Theory · 2016 · 31 citations

Volatility Modeling, Parameter Estimation, Engineering +12

What is Certain about Uncertainty?

Danilo Cascaldi-Garcia, Ilknur Zer, Deepa D. Datta et al. · International Finance Discussion Paper · 2020 · 26 citations · Full text

Empirical Finance, Volatility Modeling, Financial Risk Management +21

What is Certain About Uncertainty?

Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño et al. · SSRN Electronic Journal · 2021 · 22 citations · Full text

Efficient Estimation of Integrated Volatility and Related Processes

Éric Renault, Cisil Sarisoy, Bas J. M. Werker · SSRN Electronic Journal · 2013 · 11 citations · Full text

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