A. Tolga Ergun, Associate Professor

A. Tolga Ergun, PhD

Associate Professor
Department of Economics


Phone: 617.557.1524
Fax: 617.994.4216
Email: tergun@suffolk.edu

Office: 73 Tremont St., Rm. 1026




  • PhD, University of Arizona
  • MA, University of Arizona

Research Interests

  • Econometrics
  • Financial Economics


“NYSE Rule 80A Restrictions on Index Arbitrage and Market Linkage”, Applied Financial Economics 19 (October 2009), 1675-1685.


“Conditional Skewness, Kurtosis, and Density Specification Testing: Moment-Based versus Nonparametric
Tests” (with J. Jun), Studies in Nonlinear Dynamics & Econometrics 14 (May 2010), Article 5.


“Time-Varying Higher-Order Conditional Moments and Forecasting Intraday VaR and Expected Shortfall”
(with J. Jun), Quarterly Review of Economics and Finance 50 (August 2010), 264-272.


“A More Accurate Benchmark for Daily Electricity Demand Forecasts” (with J. Jun), forthcoming, Management
Research Review.


Suffolk University
Assistant Professor of Economics (2004-present)


Courses Taught

EC 450/EC 750 - Applied Econometrics
EC 850 - Nonparametric Econometrics
STATS 250 - Applied Statistics