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Faruk Selcuk

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First Name:Faruk
Middle Name:
Last Name:Selcuk
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RePEc Short-ID:pse79
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Homepage:http://www.bilkent.edu.tr/~faruk
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This author is deceased (Date: 22 Feb 2005)

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

  1. Turkish Economists
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  1. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk, 2009. "Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation?," Working Paper Series 25_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  2. Ramazan Gencay & Faruk Selcuk, 2004. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings 90, Econometric Society.
  3. Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2004. "Information flow between volatilities across time scales," MPRA Paper 10355, University Library of Munich, Germany.
  4. Faruk Selcuk & Ramazan Gencay, 2001. "Overnight Borrowing, Interest Rates and Extreme Value Theory," Working Papers 0103, Department of Economics, Bilkent University.
  5. Faruk Selcuk & Erinc Yeldan, 2000. "On The Macroeconomic Impact Of The August, 1999 Earthquake In Turkey: A First Assessment," Working Papers 2001, Economic Research Forum, revised Jan 2000.
  6. Serdar Sayan & Faruk Selcuk & Ramazan Gencay, 1998. "A Visual Test for Noise Filtering in Nonlinear Time Series," Working Papers 9806, Department of Economics, Bilkent University.
  7. R.Gencay & Faruk Selcuk, 1998. "A Visual Test of Normality for Econometric Models," Working Papers 9803, Department of Economics, Bilkent University.
  8. Faruk Selcuk & Ramazan Gencay, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Working Papers 9808, Department of Economics, Bilkent University.
  9. Faruk Selcuk, 1997. "A Brief Account of the Turkish Economy, 1987-1996," Working Papers 9701, Department of Economics, Bilkent University.
  10. Faruk Selcuk, 1996. "Current Account and Consumption Smoothing : The Turkish Experience, 1987-1995," Working Papers 9608, Department of Economics, Bilkent University.
  11. Faruk Selcuk, 1996. "Seignorage and Dollarization in a High Inflation Economy : Evidence from Turkey," Working Papers 9607, Department of Economics, Bilkent University.
  1. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010. "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
  2. Selçuk, Faruk & Gençay, Ramazan, 2006. "Intraday dynamics of stock market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 375-387.
  3. Gencay, Ramazan & Selcuk, Faruk, 2006. "Overnight borrowing, interest rates and extreme value theory," European Economic Review, Elsevier, vol. 50(3), pages 547-563, April.
  4. Oya Pınar Ardıc & Faruk Selcuk, 2006. "The dynamics of a newly floating exchange rate: the Turkish case," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 931-941.
  5. Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2005. "Multiscale systematic risk," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 55-70, February.
  6. Faruk Selcuk, 2005. "Asymmetric stochastic volatility in emerging stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 867-874.
  7. Faruk Selçuk, 2005. "The Policy Challenge with Floating Exchange Rates: Turkey’s Recent Experience," Open Economies Review, Springer, vol. 16(3), pages 295-312, July.
  8. Selçuk, Faruk, 2004. "Free float and stochastic volatility: the experience of a small open economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(3), pages 693-700.
  9. Gencay, Ramazan & Selcuk, Faruk, 2004. "Extreme value theory and Value-at-Risk: Relative performance in emerging markets," International Journal of Forecasting, Elsevier, vol. 20(2), pages 287-303.
  10. Selçuk, Faruk, 2004. "Financial earthquakes, aftershocks and scaling in emerging stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 306-316.
  11. Selcuk, Faruk, 2003. "Currency substitution: new evidence from emerging economies," Economics Letters, Elsevier, vol. 78(2), pages 219-224, February.
  12. Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October.
  13. Faruk Selcuk & Erinc Yeldan, 2001. "On the macroeconomic impact of the August 1999 earthquake in Turkey: a first assessment," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 483-488.
  14. Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon, 2001. "Scaling properties of foreign exchange volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(1), pages 249-266.
  15. Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon, 2001. "Differentiating intraday seasonalities through wavelet multi-scaling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(3), pages 543-556.
  16. Gencay, Ramazan & Selcuk, Faruk, 2001. "Software reviews," International Journal of Forecasting, Elsevier, vol. 17(2), pages 305-317.
  17. Gençay Ramazan & Selçuk Faruk & Ulugülyagci Abdurrahman, 2001. "EVIM: A Software Package for Extreme Value Analysis in MATLAB," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-29, October.
  18. Gençay Ramazan & Selçuk Faruk, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(3), pages 1-13, October.
  19. Faruk SELÇUK, 1995. "Faiz Hadlerinin Vade Yapısı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 10(109), pages 34-41.
  20. Faruk SELÇUK, 1994. "Döviz Kurlarının Endekslenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 9(104), pages 4-9.
  21. Faruk SELÇUK, 1993. "Reel Döviz Kurları Üzerine," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 8(84), pages 9-18.
  1. Kibritçioğlu, Aykut & Rittenberg, Libby & Selçuk, Faruk & Akçay, O. Cevdet & Alper, C. Emre & Berument, M. Hakan & Dibooğlu, Selahattin & Erlat, Haluk & Ertuğrul, Ahmet & Malatyalı, N. Kamuran & Nas, , 2002. "Inflation and Disinflation in Turkey," EconStor Books, ZBW - German National Library of Economics, number 110203.

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