Access Statistics for Atilla Cifter

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey 0 4 30 99 6 17 111 354
Filtered Extreme Value Theory for Value-At-Risk Estimation 4 9 71 220 10 29 206 541
Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets 2 3 27 93 11 25 97 280
Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 1 2 11 84 1 6 27 172
Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey 2 5 34 116 8 20 109 346
Multiscale Systematic Risk: An Application on ISE-30 0 1 13 35 4 8 35 116
Nonlinear Combination of Financial Forecast with Genetic Algorithm 2 14 48 196 9 43 140 459
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas 2 5 49 181 5 18 108 373
The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis 0 2 13 59 4 9 44 166
The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets 2 2 12 43 2 6 39 143
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 1 2 17 61 2 10 50 143
Total Working Papers 16 49 325 1,187 62 191 966 3,093


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets 0 0 0 0 4 20 111 256
Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test 0 3 16 16 3 11 42 42
Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma 0 0 0 0 7 15 118 118
Modeling long-term memory effect in stock prices: A comparative analysis with GPH test and Daubechies wavelets 3 5 5 5 5 12 12 12
Total Journal Articles 3 8 21 21 19 58 283 428


Statistics updated 2009-11-04