Bayraci, Selcuk; ARI, YAKUP and YILDIRIM, YAVUZ (2011): A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets. Unpublished.
Bayraci, Selcuk and UNAL, GAZANFER (2010): Continuous time modeling of interest rates: An empirical study on the Turkish short rate. Unpublished.
Bayraci, Selcuk (2010): Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry. Unpublished.
Bayraci, Selcuk (2007): Modeling the volatility of FTSE All Share Index Returns. Unpublished.