Concepedia

Burak Saltoğlu

BS

15

Publications

673

Citations

11

H-Index

2002

Active since

Affiliations

Marmara University(Current)

Boğaziçi University

University of California, Riverside

University of Maryland, College Park

The University of Texas at San Antonio

Burak Saltoğlu is an author at Marmara University specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsForecastingAsset PricingManagementStatisticsEconometricsEngineeringFinancial Economics

Publications per year

2002–2024

15

Publications

15

Evaluating predictive performance of value-at-risk models in emerging markets: a reality check

Yong Bao, Tae‐Hwy Lee, Burak Saltoğlu · Journal of Forecasting · 2006 · 221 citations

Comparing density forecast models

Yong Bao, Tae‐Hwy Lee, Burak Saltoğlu · Journal of Forecasting · 2007 · 160 citations

Forecasting Methodology, Economic Forecasting, Engineering +12

Network centrality measures and systemic risk: An application to the Turkish financial crisis

Tolga Umut Kuzubaş, Inci Ömercikoğlu, Burak Saltoğlu · Physica A Statistical Mechanics and its Applications · 2014 · 84 citations

Network Centrality Measures, Economics, Network Science +14

Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets

C. Emre Alper, Salih Fendoğlu, Burak Saltoğlu · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2008 · 28 citations · Full text

Volatility Modeling, Engineering, Midas Regression Model +16

Assessing the risk forecasts for Japanese stock market

Tae-Hwy Lee, Burak Saltoğlu · Japan and the World Economy · 2002 · 25 citations

Economic Forecasting, Asset Pricing, Japanese Stock Market +4

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