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Sadık Çukur
(Sadik Cukur)

(deceased)

Personal Details

This person is deceased (Date: 04 Dec 2020)
First Name:Sadik
Middle Name:
Last Name:Cukur
Suffix:
RePEc Short-ID:puk6

Research output

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Jump to: Articles

Articles

  1. Eryiğit, Mehmet & Çukur, Sadik & Eryiğit, Resul, 2009. "Tail distribution of index fluctuations in World markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(9), pages 1879-1886.
  2. Sadik Cukur, 2008. "Exchange Rate Exposure: A f irm and Industry Level Investigation," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 10(38), pages 25-42.
  3. Sadık ÇUKUR & Mehmet ERYİĞİT & Seda DURAN, 2008. "Sendikasyon ve seküritizasyon kredileri anlaşmalarının borçlanan bankaların hisse fiyatlarına etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(264), pages 58-78.
  4. Çukur, Sadik & Eryiğit, Mehmet & Eryiğit, Resul, 2007. "Cross correlations in an emerging market financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 555-564.
  5. Sadık ÇUKUR & Resul ERYİĞİT, 2007. "Yatırım ortaklıkları ve bedelsiz sermaye artırımları: İMKB’de ampirik bir analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(254), pages 73-85.
  6. Sadik Cukur & Erdogan Kotil & Resul Eryigit, 2007. "Forecasting Financial Variables by the Grey Theory," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 9(35), pages 11-20.
  7. Sadık ÇUKUR & Resul ERYİĞİT, 2006. "Banka birleşme ve devralma olaylarının borsadaki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 21(243), pages 96-107.
  8. Sadık ÇUKUR, 2005. "Türk Ticari Bankacılık Sisteminde Etkinlik Anilizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 20(233), pages 17-27.
  9. Erdoğan KOTİL & Sadık ÇUKUR & Resul ERYİĞİT, 2005. "A Grey Model Study of Forecasting Selected Turkish Macroeconomic Variables," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 16(56), pages 34-42.
  10. Sadık ÇUKUR, 2000. "Alım Gücü Paritesi Amprik Bir Analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 15(177), pages 79-87.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Eryiğit, Mehmet & Çukur, Sadik & Eryiğit, Resul, 2009. "Tail distribution of index fluctuations in World markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(9), pages 1879-1886.

    Cited by:

    1. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    2. Van Tran, Quang & Kukal, Jaromir, 2024. "Renyi entropy based design of heavy tailed distribution for return of financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
    3. Trindade, Marco A.S. & Floquet, Sergio & Filho, Lourival M. Silva, 2020. "Portfolio theory, information theory and Tsallis statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    4. Hanousek, Jan & Novotný, Jan, 2012. "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
    5. Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012. "The identification of price jumps," Monte Carlo Methods and Applications, De Gruyter, vol. 18(1), pages 53-77, January.
    6. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.

  2. Çukur, Sadik & Eryiğit, Mehmet & Eryiğit, Resul, 2007. "Cross correlations in an emerging market financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 555-564.

    Cited by:

    1. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2011. "The Japanese economy in crises: A time series segmentation study," Economics Discussion Papers 2011-24, Kiel Institute for the World Economy (IfW Kiel).
    2. Linda Margarita Medina Herrera & Ernesto Pacheco Velázquez, 2011. "Comparando distancias en los mercados financieros mundiales," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 6(2), pages 88-98.
    3. Yusuf Yargı BAYDİLLİ & Şafak BAYIR & İlker TÜRKER, 2017. "A Hierarchical View of a National Stock Market as a Complex Network," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(1), pages 205-222.
    4. Gorban, Alexander N. & Smirnova, Elena V. & Tyukina, Tatiana A., 2010. "Correlations, risk and crisis: From physiology to finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3193-3217.
    5. Kocheturov, A. & Batsyn, M. & Pardalos, P., 2015. "Dynamics of Cluster Structures in Stock Market Networks," Journal of the New Economic Association, New Economic Association, vol. 28(4), pages 12-30.
    6. Sitabhra Sinha & Raj Kumar Pan, 2007. "Uncovering the Internal Structure of the Indian Financial Market: Cross-correlation behavior in the NSE," Papers 0704.2115, arXiv.org.
    7. Wang, Gang-Jin & Xie, Chi & Chen, Shou & Yang, Jiao-Jiao & Yang, Ming-Yan, 2013. "Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3715-3730.
    8. Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O., 2010. "Topological properties of stock market networks: The case of Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3240-3249.
    9. A. N. Gorban & E. V. Smirnova & T. A. Tyukina, 2009. "Correlations, Risk and Crisis: From Physiology to Finance," Papers 0905.0129, arXiv.org, revised Aug 2010.
    10. Goswami, B. & Ambika, G. & Marwan, N. & Kurths, J., 2012. "On interrelations of recurrences and connectivity trends between stock indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4364-4376.
    11. Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & Stosic, Tatijana, 2016. "Correlations of multiscale entropy in the FX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 52-61.
    12. Zhang, Yiting & Lee, Gladys Hui Ting & Wong, Jian Cheng & Kok, Jun Liang & Prusty, Manamohan & Cheong, Siew Ann, 2011. "Will the US economy recover in 2010? A minimal spanning tree study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2020-2050.

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