A. Ergün

发表

A more accurate benchmark for daily electricity demand forecasts

Jongbyung Jun, A. Ergün, 2011 .

Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall

Jongbyung Jun, A. Ergün, 2010 .

NYSE Rule 80A restrictions on index arbitrage and market linkage

A. Ergün, 2009 .