Browse by Authors

1 January 2007

Cifter, Atilla and Ozun, Alper (2007): Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006).

Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.

1 February 2007

Ozun, Alper and Cifter, Atilla (2007): Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets.

Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm.

1 March 2007

Cifter, Atilla and Ozun, Alper (2007): The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets.

Cifter, Atilla and Ozun, Alper (2007): Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey.

Cifter, Atilla and Ozun, Alper (2007): Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey.

Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30.

Cifter, Atilla and Ozun, Alper (2007): Multiscale Systematic Risk: An Application on ISE-30. Forthcoming in: Istanbul Stock Exchange Review (2007)

10 April 2007

Ozun, Alper and Cifter, Atilla (2007): Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas.

22 May 2007

Ozun, Alper and Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation.