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 5 10 34 94 9 26 126 330
Filtered Extreme Value Theory for Value-At-Risk Estimation 9 21 82 206 22 63 230 495
Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets 6 11 34 88 10 23 95 243
Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 1 3 15 82 3 8 36 166
Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey 4 12 46 109 10 34 145 317
Multiscale Systematic Risk: An Application on ISE-30 3 6 13 33 4 10 45 106
Nonlinear Combination of Financial Forecast with Genetic Algorithm 2 5 53 179 16 35 159 409
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas 8 18 61 173 13 32 138 351
The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis 2 4 18 56 2 7 62 156
The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets 2 4 16 40 5 10 57 135
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 3 7 17 58 8 14 46 129
Total Working Papers 45 101 389 1,118 102 262 1,139 2,837


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 6 35 125 224
Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test 5 6 11 11 9 18 28 28
Hisse senedi getirilerinde global ve yerel faiz orani riski: Kismi cokdegiskenli GARCH modeliyle Istanbul Menkul Kiymetler Borsasi uzerine bir calisma 0 0 0 0 6 14 97 97
Total Journal Articles 5 6 11 11 21 67 250 349


Statistics updated 2009-07-03