Faruk Selçuk∥

3.5k total citations · 1 hit paper
34 papers, 2.3k citations indexed

About

Faruk Selçuk∥ is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Faruk Selçuk∥ has authored 34 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 21 papers in Economics and Econometrics and 13 papers in General Economics, Econometrics and Finance. Recurrent topics in Faruk Selçuk∥'s work include Financial Risk and Volatility Modeling (17 papers), Market Dynamics and Volatility (13 papers) and Complex Systems and Time Series Analysis (13 papers). Faruk Selçuk∥ is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Market Dynamics and Volatility (13 papers) and Complex Systems and Time Series Analysis (13 papers). Faruk Selçuk∥ collaborates with scholars based in Türkiye, Canada and United States. Faruk Selçuk∥'s co-authors include Ramazan Gençay, Brandon Whitcher, Nikola Gradojević, Erinç Yeldan, Oya Pınar Ardıç and Richard Olsen and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, European Economic Review and Economics Letters.

In The Last Decade

Faruk Selçuk∥

34 papers receiving 2.1k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

2002 804 citations Ramazan Gençay, Faruk Selçuk∥ et al. Elsevier eBooks profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Faruk Selçuk∥ Türkiye	18	1.8k	1.4k	618	294	141	34	2.3k
Roselyne Joyeux Australia	14	2.4k 1.3×	1.7k 1.2×	644 1.0×	221 0.8×	73 0.5×	33	3.1k
Jean‐Michel Zakoïan France	25	2.7k 1.5×	3.3k 2.4×	1.5k 2.4×	332 1.1×	45 0.3×	70	4.0k
Susan Porter‐Hudak United States	9	1.9k 1.0×	1.7k 1.2×	685 1.1×	138 0.5×	45 0.3×	14	2.3k
Yanqin Fan United States	27	1.2k 0.6×	1.2k 0.9×	630 1.0×	383 1.3×	42 0.3×	86	2.7k
Maria Joana Soares Portugal	13	1.6k 0.9×	516 0.4×	670 1.1×	106 0.4×	61 0.4×	40	2.0k
António Rua Portugal	22	1.6k 0.9×	737 0.5×	935 1.5×	252 0.9×	39 0.3×	55	2.0k
Oliver Linton United Kingdom	32	2.0k 1.1×	1.5k 1.1×	928 1.5×	373 1.3×	31 0.2×	133	3.9k
Stefan Mittnik Germany	26	1.8k 1.0×	2.1k 1.5×	865 1.4×	405 1.4×	18 0.1×	105	2.9k
W. Davis Dechert United States	14	2.5k 1.4×	897 0.7×	761 1.2×	326 1.1×	23 0.2×	26	3.1k
Fulvio Corsi Italy	22	3.0k 1.7×	3.2k 2.3×	924 1.5×	478 1.6×	24 0.2×	61	3.8k

Countries citing papers authored by Faruk Selçuk∥

Since Specialization

Citations

This map shows the geographic impact of Faruk Selçuk∥'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 Faruk Selçuk∥ with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Faruk Selçuk∥ more than expected).

Fields of papers citing papers by Faruk Selçuk∥

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Faruk Selçuk∥. 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 Faruk Selçuk∥. The network helps show where Faruk Selçuk∥ may publish in the future.

Co-authorship network of co-authors of Faruk Selçuk∥

This figure shows the co-authorship network connecting the top 25 collaborators of Faruk Selçuk∥. A scholar is included among the top collaborators of Faruk Selçuk∥ 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 Faruk Selçuk∥. Faruk Selçuk∥ is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Gençay, Ramazan, Nikola Gradojević, Faruk Selçuk∥, & Brandon Whitcher. (2010). Asymmetry of information flow between volatilities across time scales. Quantitative Finance. 10(8). 895–915. 92 indexed citations

2.

Selçuk∥, Faruk & Ramazan Gençay. (2006). Intraday dynamics of stock market returns and volatility. Physica A Statistical Mechanics and its Applications. 367. 375–387. 33 indexed citations

3.

Ardıç, Oya Pınar & Faruk Selçuk∥. (2006). The dynamics of a newly floating exchange rate: the Turkish case. Applied Economics. 38(8). 931–941. 11 indexed citations

4.

Selçuk∥, Faruk. (2005). The Policy Challenge with Floating Exchange Rates: Turkey’s Recent Experience. Open Economies Review. 16(3). 295–312. 6 indexed citations

5.

Gençay, Ramazan & Faruk Selçuk∥. (2005). Overnight borrowing, interest rates and extreme value theory. European Economic Review. 50(3). 547–563. 28 indexed citations

6.

Gençay, Ramazan, Faruk Selçuk∥, & Brandon Whitcher. (2004). Multiscale Systematic Risk. SSRN Electronic Journal. 13 indexed citations

7.

Gençay, Ramazan, Faruk Selçuk∥, & Brandon Whitcher. (2004). Systematic Risk and Timescales. SSRN Electronic Journal. 1 indexed citations

8.

Gençay, Ramazan, et al.. (2004). High Volatility, Thick Tails and Extreme Value Theory in Value-at-Risk Estimation. SSRN Electronic Journal. 3 indexed citations

9.

Selçuk∥, Faruk. (2003). Currency Substitution: New Evidence from Emerging Economies. SSRN Electronic Journal. 3 indexed citations

10.

Selçuk∥, Faruk. (2003). Financial earthquakes, aftershocks and scaling in emerging stock markets. Physica A Statistical Mechanics and its Applications. 333. 306–316. 36 indexed citations

11.

Selçuk∥, Faruk. (2003). The Policy Challenge at Floating Exchange Rates: Turkey's Recent Experience. SSRN Electronic Journal. 5 indexed citations

12.

Gençay, Ramazan, et al.. (2003). High volatility, thick tails and extreme value theory in value-at-risk estimation. Insurance Mathematics and Economics. 33(2). 337–356. 125 indexed citations

13.

Selçuk∥, Faruk. (2002). Currency substitution: new evidence from emerging economies. Economics Letters. 78(2). 219–224. 28 indexed citations

14.

Gençay, Ramazan, Faruk Selçuk∥, & Brandon Whitcher. (2002). An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. Elsevier eBooks. 804 indexed citations breakdown →

15.

Gençay, Ramazan, Faruk Selçuk∥, & Brandon Whitcher. (2001). An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. 17 indexed citations

16.

Gençay, Ramazan & Faruk Selçuk∥. (2001). Software review: MATLAB neural network toolbox. International Journal of Forecasting. 17(2). 305–322. 3 indexed citations

17.

Gençay, Ramazan, et al.. (2001). EVIM: A Software Package for Extreme Value Analysis in MATLAB. Studies in Nonlinear Dynamics and Econometrics. 5(3). 213–239. 29 indexed citations

18.

Gençay, Ramazan & Faruk Selçuk∥. (2001). Overnight Borrowing, Interest Rates and Extreme Value Theory. SSRN Electronic Journal. 11 indexed citations

19.

Selçuk∥, Faruk. (1994). Currency substitution in Turkey. Applied Economics. 26(5). 509–518. 40 indexed citations

20.

Selçuk∥, Faruk. (1993). Reel Döviz Kurları Üzerine. İktisat İşletme ve Finans. 8(84). 1 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.

Explore authors with similar magnitude of impact