Advanced Search
MyIDEAS: Login

Atilla Cifter

Contents:

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

Personal Details

First Name: Atilla
Middle Name:
Last Name: Cifter
Suffix:

RePEc Short-ID: pci27

Email:
Homepage: http://works.bepress.com/atilla_cifter/
Postal Address: Istanbul Kemerburgaz University International Logistics Management Department Mahmutbey Dilmenler Cad. 34217 Bagcilar, İstanbul, Turkey
Phone: 902126040000

Affiliation

İktisadi ve İdari Bilimler Fakültesi
İstanbul Kemerburgaz Üniversitesi
Location: İstanbul, Turkey
Homepage: http://www.kemerburgaz.edu.tr/akademik-birimler/iktisadi-idari-anasyf.aspx
Email:
Phone: +902126040100
Fax: +902124459255
Postal: Mahmutbey Dilmenler Cad. No:26 Bagcilar
Handle: RePEc:edi:iikemtr (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Turkish Economists

Works

as in new window

Working papers

  1. Ozun, Alper & Cifter, Atilla, 2007. "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper 2488, University Library of Munich, Germany.
  2. 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.
  3. 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.
  4. 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.
  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.
  6. Cifter, Atilla & Ozun, Alper, 2007. "Multiscale Systematic Risk: An Application on ISE-30," MPRA Paper 2484, University Library of Munich, Germany.
  7. 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.
  8. Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007. "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper 3302, University Library of Munich, Germany.
  9. 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.
  10. 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.
  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.

Articles

  1. Atilla Cifter & Dilek Teker, 2013. "Gender differences in macroeconomic expectations: evidence from Turkey," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(3), pages 1793-1801, April.
  2. Cifter, Atilla, 2012. "Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 127-142, June.
  3. Cifter, Atilla, 2011. "Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(12), pages 2356-2367.
  4. Alper Ozun & Atilla Cifter, 2010. "A wavelet network model for analysing exchange rate effects on interest rates," Journal of Economic Studies, Emerald Group Publishing, vol. 37(4), pages 405-418, September.
  5. Cifter, Atilla & Yilmazer, Sait & Cifter, Elif, 2009. "Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey," Economic Modelling, Elsevier, vol. 26(6), pages 1382-1388, November.
  6. Cifter Atilla & Ozun Alper, 2008. "Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test," Review of Middle East Economics and Finance, De Gruyter, vol. 4(2), pages 68-79, April.
  7. Alper Ozun & Atilla Cifter, 2008. "Modeling long-term memory effect in stock prices: A comparative analysis with GPH test and Daubechies wavelets," Studies in Economics and Finance, Emerald Group Publishing, vol. 25(1), pages 38-48, March.
  8. Cifter Atilla & Ozun Alper, 2007. "The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," South East European Journal of Economics and Business, De Gruyter Open, vol. 2(1), pages 15-24, April.
  9. Atilla Çifter & Alper Özün, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 1(1), pages 7-34.
  10. Alper ÖZÜN & Atilla ÇİFTER, 2007. "Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(254), pages 47-60.
  11. Alper Ozun & Atilla Cifter, 2007. "Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets," The IUP Journal of Financial Economics, IUP Publications, 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

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Atilla Cifter should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.