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Disambiguation of "Selcuk, Faruk"

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Overnight borrowing, interest rates and extreme value theory

, and . European Economic Review, 50 (3): 547--563 (April 2006)

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Abu Nasher Md Omar Faruk

Muder Faruk Husen

Selçuk Demirsoy

Hasan Selçuk

Selcuk Babacan

 

Other publications of authors with the same name

Multiscale systematic risk, , and . Journal of International Money and Finance, 24 (1): 55--70 (February 2005)Extreme value theory and Value-at-Risk: Relative performance in emerging markets, and . International Journal of Forecasting, 20 (2): 287--303 (00 2004)Intraday dynamics of stock market returns and volatility, and . Physica A: Statistical Mechanics and its Applications, (Jul 15, 2006)Overnight borrowing, interest rates and extreme value theory, and . European Economic Review, 50 (3): 547--563 (April 2006)Financial earthquakes, aftershocks and scaling in emerging stock markets. Physica A: Statistical and Theoretical Physics, (Feb 15, 2004)Free float and stochastic volatility: the experience of a small open economy. Physica A: Statistical Mechanics and its Applications, 342 (3-4): 693--700 (Nov 1, 2004)Differentiating intraday seasonalities through wavelet multi-scaling, , and . Physica A: Statistical Mechanics and its Applications, 289 (3-4): 543--556 (Jan 15, 2001)Scaling properties of foreign exchange volatility, , and . Physica A: Statistical Mechanics and its Applications, 289 (1-2): 249--266 (Jan 1, 2001)