Erdinç Akyıldırım

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

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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