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Ibrahim Ergen · Study

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Ibrahim Ergen

3 works· latest 2016· 1 institutionscluster: provisional

h-index3

i103

Citations122

Works here3

14

16

Most cited in this library

Tail dependence and indicators of systemic risk for large US depositories2014 · 56 citations
Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach2016 · 48 citations
Two-step methods in VaR prediction and the importance of fat tails2014 · 18 citations

Works

3 shown

Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach

Energy Economics·2016·2 authors

48citations

Tail dependence and indicators of systemic risk for large US depositories

Journal of Financial Stability·2014·3 authors·Open access

56citations

Two-step methods in VaR prediction and the importance of fat tails

Quantitative Finance·2014·1 author

18citations