Information about:
Alper Ozun

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Postal Address: Turkiye Is Bankasi A.S., Risk Management Department, Is Kuleleri, Kat 35, Levent, Istanbul,Turkey
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Affiliation

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!]
   Published as:
   • 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. [Downloadable!] (restricted)

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!]

1. Alper ÖZÜN & Mehmet TÜRK, 2008. "Döviz kurlarının öngörüsünde stokastik oynaklık modelleri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(265), pages 50-67.

2. Alper ÖZÜN & Mehmet TÜRK, 2008. "Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(271), pages 61-92.

3. 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. [Downloadable!] (restricted)
   Other versions:
   • 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!]

4. 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.

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

6. RePEc:bep:rmeecf:4:2008:2:2 is not listed on IDEAS

1. Alper Özün, 2006. "Using New Information Technologies for Modelling Data on Global Markets: An Efficient Interaction between "Artificial" Human Brain and Economics," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Proceedings of the Conference on Human and Economic Resources, pages 349-359 Izmir University of Economics. [Downloadable!]

1. NEP-BAN: Banking (1) 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 (5) 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-ENE: Energy Economics (1) 2007-04-09
7. NEP-ETS: Econometric Time Series (3) 2007-04-09 2007-04-09 2007-04-09 Author is listed
8. NEP-FMK: Financial Markets (1) 2007-04-21
9. NEP-FOR: Forecasting (3) 2007-04-09 2007-04-09 2007-05-26 Author is listed
10. NEP-MAC: Macroeconomics (1) 2007-04-09
11. NEP-MON: Monetary Economics (1) 2007-04-09
12. NEP-RMG: Risk Management (5) 2007-04-09 2007-04-09 2007-04-09 2007-04-21 2007-05-26 Author is listed

This page was last updated on 2009-12-6.