Statistics
Publications
20
Citations
2.1K
H-Index
14
Active since
1978
Salih N. Neftçi is an author at City University of New York specializing in economics, finance, and social sciences.
Publications per year
1978–2013
20
20
Value at Risk Calculations, Extreme Events, and Tail Estimation
Salih N. Neftçi · The Journal of Derivatives · 2000 · 219 citations
Lead-Lag Relations, Exogeneity and Prediction of Economic Time Series
Salih N. Neftçi · Econometrica · 1979 · 84 citations
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