Prof. ÖMER ÖNALAN

Published journal articles indexed by SCI, SSCI, and AHCI

JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL

ÖNALAN Ö.

Romanian Journal of Economic Forecasting, vol.25, no.1, pp.68-84, 2022 (SSCI)

JOINT MODELLING OF S&P500 AND VIX INDICES WITH ROUGH FRACTIONAL ORNSTEIN-UHLENBECK VOLATILITY MODEL

ÖNALAN Ö.

ROMANIAN JOURNAL OF ECONOMIC FORECASTING, vol.25, no.1, pp.68-84, 2022 (SSCI)

Articles Published in Other Journals

Estimation of economic growth using Grey Cobb-Douglas production function: an application for US economy

ÖNALAN Ö., BAŞEĞMEZ H.

Journal of Business, Economics and Finance (JBEF), vol.7, pp.178-190, 2018 (Peer-Reviewed Journal)

Time-changed generalized mixed fractional Brownian motion and application to arithmetic average Asian option pricing

ÖNALAN Ö.

International Journal of Applied Mathematical Research, vol.6, pp.85, 2017 (Peer-Reviewed Journal)

The modeling of extreme stochastic dependence using copulas and extreme value theory: case study from energy prices

ÖNALAN Ö.

Global Journal of Mathematical Analysis, vol.5, pp.29-36, 2017 (Peer-Reviewed Journal)

Meixner Süreci İle Reel Efektif Döviz Kuru nun Modellenmesi

ÖNALAN Ö.

İktisadi ve İdari Bilimler Dergisi, vol.30, pp.263-281, 2011 (Peer-Reviewed Journal)

Pure jump levy processes and self decomposability in financial modeling

ÖNALAN Ö.

Journal of Mathematics Research, vol.3, pp.41, 2011 (Peer-Reviewed Journal)

KARARLI DAĞILIMLARLA FİNANSAL RİSK ÖLÇÜMÜ

ÖNALAN Ö.

İktisadi ve İdari Bilimler Dergisi, vol.28, pp.549-571, 2010 (Peer-Reviewed Journal)

Financial risk management with normal inverse Gaussian distributions

ÖNALAN Ö.

International Research Journal of Finance and Economics, vol.38, pp.104-115, 2010 (Scopus)

VASICEK VE CIR MODELLERİ KULLANILARAK OYNAKLIK VE FAİZ ORANLARININ MODELLENMESİ

ÖNALAN Ö.

İktisadi ve İdari Bilimler Dergisi, vol.27, 2009 (Peer-Reviewed Journal)

Martingale measures for NIG Lévy processes with applications to mathematical finance

ÖNALAN Ö.

International Research Journal of Finance and Economics, vol.34, pp.56-68, 2009 (Scopus)

Financial modelling with Ornstein Uhlenbeck processes driven by Lévy process

ÖNALAN Ö.

Proceedings of the World Congress on Engineering, vol.2, pp.1-3, 2009 (Peer-Reviewed Journal)

Finansal zaman serileri için ortalamaya dönme sıçrama difüzyonu modeli

ÖNALAN Ö.

İktisadi ve İdari Bilimler Dergisi, vol.22, pp.201-224, 2007 (Peer-Reviewed Journal)

MENKUL KIYMET FİYATLARININ STOKASTİK SÜREÇ OLARAK MODELLENMESİ

ÖNALAN Ö.

Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi, vol.4, 2003 (Peer-Reviewed Journal)

Finansal risk yönetiminde ekstrem değer teorisi

ÖNALAN Ö.

İktisadi ve İdari Bilimler Dergisi, vol.18, pp.423-437, 2003 (Peer-Reviewed Journal)

Markov Süreçleri

ÖNALAN Ö.

Marmara Üniversitesi Öneri Dergisi, vol.1, 1994 (Peer-Reviewed Journal)

Refereed Congress / Symposium Publications in Proceedings

Prediction of gross domestic product (GDP) by using Grey Cobb-Douglas production function

ÖNALAN Ö., BAŞEĞMEZ H.

4th Global Business Research Congress, İstanbul, Turkey, 24 - 25 May 2018, vol.7, pp.18-23

Subdiffusive Ornstein-Uhlenbeck Processes and Applications to Finance

ÖNALAN Ö.

World Congress on Engineering (WCE 2015), London, Canada, 1 - 03 July 2015, pp.697-703

Financial Modelling with Ornstein-Uhlenbeck Processes Driven by Levy Process

Onalan O.

World Congress on Engineering, London, Canada, 1 - 03 July 2009, pp.1350-1355

Financial asset returns modeling using stable self similar processes

ÖNALAN Ö.

Stochastic Finance, 01 July 2004

Books & Book Chapters