Vedat Akgiray, Professor

Ph.D. : Syracuse University

Teaching Areas: Derivatives, Portfolio Management, Probability 

Research Areas: Financial Markets, Mathematical Finance

Ext: 6522

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Selected Publications:

• Akgiray, Vedat, "Conditional Heteroscedasticity in Time Series of Stock Return: Evidence and Forecasts", Journal of Business, 1989. SSCI Cited by 392.
• Akgiray Vedat and G. Booth, "Mixed Diffusion-Jump Process Modeling of Exchange Rate Movements", The Review of Economics and Statistics, 1988. SSCI Cited by 67
• Akgiray, Vedat and G. Booth, "The Stable Law Model of Stock Returns", with Journal of Business and Economic Statistics, 1989. SSCI Cited by 96