Person:744389

Available identifiers

zbMath Open akyildirim.erdincMaRDI QIDQ744389

List of research outcomes

Publication	Date of Publication	Type
Statistical arbitrage: factor investing approach	2024-02-21	Paper
Extending the Merton model with applications to credit value adjustment	2023-07-31	Paper
Forecasting high-frequency stock returns: a comparison of alternative methods	2022-07-05	Paper
Statistical arbitrage in jump-diffusion models with compound Poisson processes	2022-07-05	Paper
Do investor sentiments drive cryptocurrency prices?	2021-09-16	Paper
Prediction of cryptocurrency returns using machine learning	2021-05-05	Paper
A tale of two risks in the EMU sovereign debt markets	2018-12-12	Paper
A stochastic model for commodity pairs trading	2018-11-13	Paper
Approximating stochastic volatility by recombinant trees	2014-09-25	Paper
Optimal dividend policy with random interest rates	2014-04-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Erdinç Akyıldırım