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Information about:
Atilla Cifter

Personal Details | Affiliation | Works
This is information that was supplied by Atilla Cifter in registering through RePEc. If you are Atilla Cifter , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Atilla
Middle Name:
Last Name: Cifter
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RePEc Short-ID: pci27

Email:
Homepage: http://www.bankaciyiz.biz/atillacifter
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Cifter, Atilla & Ozun, Alper, 2007. "Multiscale Systematic Risk: An Application on ISE-30," MPRA Paper 2484, University Library of Munich, Germany. [Downloadable!]

  2. Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007. "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper 3302, University Library of Munich, Germany. [Downloadable!]

  3. Cifter, Atilla & Ozun, Alper, 2007. "The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets," MPRA Paper 2482, University Library of Munich, Germany. [Downloadable!]

  4. Ozun, Alper & Cifter, Atilla, 2007. "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper 2711, University Library of Munich, Germany. [Downloadable!]

  5. Cifter, Atilla & Ozun, Alper, 2007. "Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey," MPRA Paper 2485, University Library of Munich, Germany. [Downloadable!]

  6. Ozun, Alper & Cifter, Atilla, 2007. "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper 2488, University Library of Munich, Germany. [Downloadable!]

  7. Ozun, Alper & Cifter, Atilla, 2007. "Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets," MPRA Paper 2481, University Library of Munich, Germany. [Downloadable!]

  8. Cifter, Atilla & Ozun, Alper, 2007. "Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," MPRA Paper 2486, University Library of Munich, Germany. [Downloadable!]

  9. Cifter, Atilla & Ozun, Alper, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper 2489, University Library of Munich, Germany. [Downloadable!]

  10. Cifter, Atilla & Ozun, Alper, 2007. "Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey," MPRA Paper 2483, University Library of Munich, Germany. [Downloadable!]

  11. Chambers, Nurgul & Cifter, Atilla, 2006. "The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis," MPRA Paper 2487, University Library of Munich, Germany. [Downloadable!]

Articles

  1. Alper Ozun & Atilla Cifter, 2007. "Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets," The Icfai Journal of Financial Economics, Icfai Press, vol. 0(3), pages 28-41, September.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2007-04-09 2007-04-21
  2. NEP-CFN: Corporate Finance (1) 2007-05-26
  3. NEP-CMP: Computational Economics (2) 2007-04-09 2007-04-09
  4. NEP-CWA: Central & Western Asia (6) 2007-04-09 2007-04-09 2007-04-09 2007-04-09 2007-04-09 2007-04-09 Author is listed
  5. NEP-ECM: Econometrics (3) 2007-04-09 2007-04-09 2007-05-26 Author is listed
  6. NEP-EFF: Efficiency & Productivity (1) 2007-04-09
  7. NEP-ENE: Energy Economics (1) 2007-04-09
  8. NEP-ETS: Econometric Time Series (3) 2007-04-09 2007-04-09 2007-04-09 Author is listed
  9. NEP-FMK: Financial Markets (1) 2007-04-21
  10. NEP-FOR: Forecasting (3) 2007-04-09 2007-04-09 2007-05-26 Author is listed
  11. NEP-MAC: Macroeconomics (1) 2007-04-09
  12. NEP-MON: Monetary Economics (1) 2007-04-09
  13. NEP-RMG: Risk Management (5) 2007-04-09 2007-04-09 2007-04-09 2007-04-21 2007-05-26 Author is listed
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This page was last updated on 2008-5-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.