Concepedia

Vedat Akgiray

VA

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Publications

14

Citations

1.7K

H-Index

14

Active since

1986

Affiliations

Louisiana State University(Current)

Clarkson University

Vedat Akgiray is an author at Louisiana State University specializing in economics, financial economics, and finance.

Publications per year

1986–2008

14

Publications

14

Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts

Vedat Akgiray · The Journal of Business · 1989 · 861 citations

, , +17

The Stable-Law Model of Stock Returns

Vedat Akgiray, G. Geoffrey Booth · Journal of Business and Economic Statistics · 1988 · 222 citations

, , +14

Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements

Vedat Akgiray, G. Geoffrey Booth · The Review of Economics and Statistics · 1988 · 133 citations

, , +14

Estimation of Stable-Law Parameters: A Comparative Study

Vedat Akgiray, Christopher G. Lamoureux · Journal of Business and Economic Statistics · 1989 · 98 citations

, , +9

The Stable-Law Model of Stock Returns

Vedat Akgiray, G. Geoffrey Booth · Journal of Business and Economic Statistics · 1988 · 86 citations

, , +14

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