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 1 10 43 60 17 40 131 204
Filtered Extreme Value Theory for Value-At-Risk Estimation 4 25 97 124 29 79 220 265
Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets 3 9 32 54 12 31 106 148
Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 2 8 40 67 6 17 91 130
Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey 0 8 32 63 11 35 122 172
Multiscale Systematic Risk: An Application on ISE-30 0 3 11 20 5 13 39 61
Nonlinear Combination of Financial Forecast with Genetic Algorithm 5 14 74 126 19 46 178 250
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas 7 25 70 112 15 58 154 213
The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis 1 6 25 38 10 24 76 94
The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets 1 3 16 24 8 14 58 78
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 1 5 20 41 5 14 57 83
Total Working Papers 25 116 460 729 137 371 1,232 1,698


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 7 32 99 99
Total Journal Articles 0 0 0 0 7 32 99 99


Statistics updated 2008-07-03