Burak Saltoğlu

728 total citations
23 papers, 449 citations indexed

About

Burak Saltoğlu is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Burak Saltoğlu has authored 23 papers receiving a total of 449 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 14 papers in Economics and Econometrics and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Burak Saltoğlu's work include Monetary Policy and Economic Impact (12 papers), Financial Risk and Volatility Modeling (9 papers) and Market Dynamics and Volatility (7 papers). Burak Saltoğlu is often cited by papers focused on Monetary Policy and Economic Impact (12 papers), Financial Risk and Volatility Modeling (9 papers) and Market Dynamics and Volatility (7 papers). Burak Saltoğlu collaborates with scholars based in Türkiye, United States and United Kingdom. Burak Saltoğlu's co-authors include Tae‐Hwy Lee, Yong Bao, C. Emre Alper, Salih Fendoğlu, K. Ben Nowman, Mehmet Y. Gürdal, Jón Danı́elsson, Can Sever, Ahmet Göncü and Ahmet Faruk Aysan and has published in prestigious journals such as SHILAP Revista de lepidopterología, Physica A Statistical Mechanics and its Applications and Economics Letters.

In The Last Decade

Burak Saltoğlu

22 papers receiving 419 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Burak Saltoğlu Türkiye 11 312 290 132 59 33 23 449
Thierry Ané France 11 480 1.5× 409 1.4× 80 0.6× 72 1.2× 23 0.7× 16 560
A. Tolga Ergün United States 6 424 1.4× 439 1.5× 122 0.9× 54 0.9× 47 1.4× 12 566
Edoardo Otranto Italy 13 356 1.1× 467 1.6× 154 1.2× 40 0.7× 26 0.8× 40 579
Denis Pelletier United States 8 429 1.4× 417 1.4× 199 1.5× 64 1.1× 29 0.9× 21 623
Erik Kole Netherlands 8 347 1.1× 312 1.1× 100 0.8× 40 0.7× 33 1.0× 23 485
Ingmar Nolte United Kingdom 12 272 0.9× 226 0.8× 95 0.7× 68 1.2× 69 2.1× 57 387
Francisco Blasques Netherlands 10 256 0.8× 266 0.9× 114 0.9× 31 0.5× 11 0.3× 42 391
Sylvia Kaufmann Austria 14 221 0.7× 330 1.1× 263 2.0× 31 0.5× 31 0.9× 33 571
Christos Agiakloglou Greece 10 259 0.8× 318 1.1× 190 1.4× 32 0.5× 18 0.5× 29 455
Jui‐Cheng Hung Taiwan 13 387 1.2× 472 1.6× 176 1.3× 86 1.5× 31 0.9× 36 603

Countries citing papers authored by Burak Saltoğlu

Since Specialization
Citations

This map shows the geographic impact of Burak Saltoğlu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Burak Saltoğlu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Burak Saltoğlu more than expected).

Fields of papers citing papers by Burak Saltoğlu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Burak Saltoğlu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Burak Saltoğlu. The network helps show where Burak Saltoğlu may publish in the future.

Co-authorship network of co-authors of Burak Saltoğlu

This figure shows the co-authorship network connecting the top 25 collaborators of Burak Saltoğlu. A scholar is included among the top collaborators of Burak Saltoğlu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Burak Saltoğlu. Burak Saltoğlu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Saltoğlu, Burak, et al.. (2024). Survey-based measures of risk attitudes and portfolio risk: Evidence from pension participants. Journal of Behavioral and Experimental Finance. 43. 100973–100973.
2.
Göncü, Ahmet, et al.. (2024). Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction. Finance research letters. 67. 105874–105874. 5 indexed citations
3.
Gürdal, Mehmet Y., et al.. (2017). Measures of individual risk attitudes and portfolio choice: Evidence from pension participants. Journal of Economic Psychology. 62. 186–203. 16 indexed citations
4.
Saltoğlu, Burak, et al.. (2016). Systemic risk and heterogeneous leverage in banking networks. Physica A Statistical Mechanics and its Applications. 462. 358–375. 10 indexed citations
5.
Aysan, Ahmet Faruk, et al.. (2015). Macroeconomic Drivers of Loan Quality in Turkey. Emerging Markets Finance and Trade. 52(1). 98–109. 4 indexed citations
6.
Saltoğlu, Burak, et al.. (2015). When does low interconnectivity cause systemic risk?. Quantitative Finance. 15(12). 1933–1942. 3 indexed citations
7.
Saltoğlu, Burak, et al.. (2014). Network centrality measures and systemic risk: An application to the Turkish financial crisis. Physica A Statistical Mechanics and its Applications. 405. 203–215. 63 indexed citations
8.
Alper, C. Emre, Salih Fendoğlu, & Burak Saltoğlu. (2012). MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets. Economics Letters. 117(2). 528–532. 21 indexed citations
9.
Saltoğlu, Burak, et al.. (2010). Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 3 indexed citations
10.
Alper, C. Emre, Salih Fendoğlu, & Burak Saltoğlu. (2008). Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 16 indexed citations
11.
Bao, Yong, Tae‐Hwy Lee, & Burak Saltoğlu. (2007). Comparing Density Forecast Models. SSRN Electronic Journal. 8 indexed citations
12.
Bao, Yong, Tae‐Hwy Lee, & Burak Saltoğlu. (2007). Comparing density forecast models. Journal of Forecasting. 26(3). 203–225. 94 indexed citations
13.
Bao, Yong, Tae‐Hwy Lee, & Burak Saltoğlu. (2006). Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets: A Reality Check. SSRN Electronic Journal. 6 indexed citations
14.
Bao, Yong, Tae‐Hwy Lee, & Burak Saltoğlu. (2006). Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. Journal of Forecasting. 25(2). 101–128. 139 indexed citations
15.
Saltoğlu, Burak. (2003). Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates. Applied Financial Economics. 13(3). 169–176. 15 indexed citations
16.
Danı́elsson, Jón & Burak Saltoğlu. (2003). Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis. SSRN Electronic Journal. 10 indexed citations
17.
Nowman, K. Ben & Burak Saltoğlu. (2003). An empirical comparison of interest rates using an interest rate model and nonparametric methods. Applied Economics Letters. 10(10). 643–645. 1 indexed citations
18.
Saltoğlu, Burak, et al.. (2002). Assessing the risk forecasts for Japanese stock market. Japan and the World Economy. 14(1). 63–85. 14 indexed citations
19.
Saltoğlu, Burak. (2000). Estimating a continuous time portfolio selection model: An application with UK data. Empirical Economics. 25(1). 93–109. 1 indexed citations
20.
Saltoğlu, Burak. (1998). Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data. Applied Financial Economics. 8(4). 367–375. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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