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Professor VEDAT AKGİRAY

B.A. : Boğaziçi University, 1980
Ph.D. : Syracuse University, 1985
Teaching Area : Investments, Corporate Finance, Financial Modeling
Research Interests : Financial Markets, Stochastic Models, Management Information Systems


Publications

Akgiray, Vedat, "The Impact of Financial Innovation and Risk Management on Economic Performance," ISE Review, 1998.
Akgiray, Vedat and G. Booth, "Conditional Dependence in Precious Metal Prices," The Financial Review, 1991.
Akgiray, Vedat, "Modeling the Stochastic Behaviour of Canadian Foreign Exchange Rates", Journal of Multinational Financial Management, 1991.
Akgiray, Vedat and O. Loistl, "German Stock Market's Resiliency to World-Wide Panics," Zeitschrift für Beitriebswirtschaft, 1989.
Akgiray, Vedat, "Statistical Models of West German Stock Returns", Journal of Economics, 1989.
Akgiray, Vedat, K. Aydoğan and J. Hatem, "A Causal Analysis of Black and Offical Exchange Rates", Weltwirtschaftliches Archiv, 1989.
Akgiray, Vedat and K. Aydoğan, "The Behaviour of Foreign Exchange Rates: The Turkish Experience", Rivista Internazionale di Science Economiche eCommerciali, 1989.
Akgiray, Vedat, "Conditional Heteroscedasticity in Time Series of Stock Return: Evidence and Forecasts", Journal of Business, 1989.
Akgiray, Vedat, G. Booth and O. Loistl, "Stable Laws are Innappropriate for Describing German Stock Returns", Allgemeines Statistiches Archiv, 1989.
Akgiray, Vedat and C. Lamoureux, "Estimation of Stable Law Parameters: A Comparative Study", Journal of Business and Economic Statistics, 1989.
Akgiray Vedat and G. Booth, "Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements", The Review of Economics and Statistics, 1988.
Akgiray, Vedat and B. Seifert, "Distribution Properties of Latin American Black Market Exchange Rates, Journal of International Money and Finance, 1988.
Akgiray, Vedat and G. Booth, "The Stable Law Model of Stock Returns", with Journal of Business and Economic Statistics, 1989.
Akgiray, Vedat and L. Talluru, "Knowledge Representation for Investment Strategy Selection", 21st Hawaii International Conference on System Sciences, 1988.
Akgiray, Vedat, "Man-MachineInterface Issues in the Acquisition of Knowledge from End-User", Decision Sciences, 1988.
Akgiray, Vedat, "Selecting Multivariate Techniques: A Logic-based Approach", Decision Sciences, 1988.
Akgiray, Vedat, G. Booth and O. Loistl, "Stable Law Parameter Estimates for German Share Price Relatives", Allgemeines Statistiches Archiv, 1987.
Akgiray, Vedat and G. Booth, "Compound Distribution Model of Stock Returns: An Emprical Comparison", Journal of Financial Research, 1987.
Akgiray, Vedat and G. Booth, "Stock Price Processes with Discontinous Time Paths: An Empirical Examination", The Financial Review, 1986.

 
 
   
     
 
 
 
 
 
Boğaziçi University