Faculty profile

Ramazan Gencay

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ResearcherSimon Fraser University

This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Simon Fraser University directory, so their publications, courses and email address may be missing. Find their university profile.

Signals and details

Research

financial economics risk management appled econometrics

Latest funding

Economic networks and global financial stability
SSHRC · 2018 · Principal investigator
$30,858
Identification and Testing Structural Changes at Unknown Locations with Wavelets
NSERC · 2014 · Principal investigator
$60,225
Statistical tests for serial correlation with wavelets
SSHRC · 2011 · Principal investigator
$62,000

All 8 grants and awards

Economic networks and global financial stability

Principal investigatorSSHRC2018Insight Grants

Principal investigators: Gencay, Ramazan

Keywords: financial economics; risk management; appled econometrics

$30,858

Identification and Testing Structural Changes at Unknown Locations with Wavelets

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: Gencay, Ramazan

$60,225

Statistical tests for serial correlation with wavelets

Principal investigatorSSHRC2011

Principal investigators: Gencay, Ramazan

Keywords: serial correlation tests; portmanteau tests; wavelets; variance-ratio tests; Durbin Watson tests

$62,000

Multi-scale jump analysis with wavelets

Principal investigatorNSERC2009Discovery Grants Program - Individual

Principal investigators: Gencay, Ramazan

$75,000

Statistical tests for unit roots and cointegration tests with wavelets

Principal investigatorSSHRC2007Standard Research Grants

Principal investigators: Gencay, Ramazan

Keywords: financial econometrics; time series econometrics; wavelet methods; nonparametric econometrics

$45,000

Model Uncertainty, Identification and Selection in Econometrics

Principal investigatorSSHRC2005Aid to Research Workshops and Conferences in Canada

Principal investigators: Gencay, Ramazan

Keywords: econometrics; labour econometrics; financial econometrics; education; macroeconomy; nonparametric methods; bootstrapping

$15,697

Multifractals, scale invariance and financial risk management

Principal investigatorNSERC2004Discovery Grants Program - Individual

Principal investigators: Gencay, Ramazan

$85,000

Time-frequency domain analysis of volatility with wavelet based hidden Markov trees

Principal investigatorSSHRC2003Standard Research Grants

Principal investigators: Gencay, Ramazan

Keywords: financial econometrics; wavelet methods; hidden Markov trees; hidden Markov chains; foreign exchange volatility; time scales

$65,652

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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