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Salih N. Neftci

Institution: Unknown

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://en.wikipedia.org/wiki/Salih_Neft%C3%A7i

First Publication: 1978

Most Recent: 2007

RePEc ID: pne212 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 16.15 12.11 0.00 3.20 31.45 96%

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 16.48

Publications (13)

Year Article Journal Tier Authors
2007 Why Financial Markets Do Not Use Econometric Forecasting: Foreign Exchange Exotics, Central Banks and Position Taking The Manchester School C 1
2003 Disturbing extremal behavior of spot rate dynamics Journal of Empirical Finance C 2
2002 Excessive variation in risk‐factor correlations and volatilities Journal of Futures Markets C 3
1990 A diagnostic check for model specification : An application to the yen-dollar exchange rate Economics Letters C 3
1990 On Some Sample Path Properties of Intra-day Futures Prices. Review of Economics and Statistics A 2
1988 Extreme price movements and margin levels in futures markets Journal of Futures Markets C 2
1984 Are Economic Time Series Asymmetric over the Business Cycle? Journal of Political Economy S 1
1984 Can chartists outperform the market? market efficiency tests for “technical analysis” Journal of Futures Markets C 2
1982 Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations. Review of Economics and Statistics A 2
1981 Policy Evaluation of Housing Cyclicality: A Spectral Analysis. Review of Economics and Statistics A 2
1979 Modeling the price side of econometric models : An analysis of the underlying hypotheses Journal of Econometrics A 1
1978 A little bit of evidence on the natural rate hypothesis from the U.S. Journal of Monetary Economics A 2
1978 A Time-Series Analysis of the Real Wages-Employment Relationship. Journal of Political Economy S 1