Atilla Cifter is an Assistant Professor of Econometrics at the School of Economics
and Administrative Sciences, Istanbul Kemerburgaz University, Turkey. He teaches
quantitative techniques, statistics, econometrics, and mathematics for social sciences.
His research is published in various well-known international journals including Economic
Modelling, Physica A: Statistical Mechanics and Applications, Journal of Risk Finance,
and Journal of Business Economics and Management. He is cited more than 90 times in
Google Scholar and he refereed for well-known international journals including Journal of
Banking and Finance, European Journal of Finance, European Journal of Operational
Research, Insurance: Mathematics and Economics, and Economic Modeling. He is also a
freelance Content/Journal Selection Reviewer and freelance Advisor on Applied
Econometrics. His research interests include macroeconomics, applied macroeconometrics,
and time series analysis.

Articles

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Forecasting Electricity Price Volatility with the Markov-Switching GARCH Model: Evidence from the Nordic Electric Power Market, Electric Power Systems Research (2013)

In this paper, electricity price behavior in the Nordic electric power market is forecasted with...

 

OpenURL

Bank Concentration and Non-performing Loans in Central and Eastern European Countries, Journal of Business, Economics and Management (2012)

This paper examines the effect of bank concentration on the non-performing loans (NPLs) for ten...

 

Value-at-Risk Estimation with Wavelet-Based Extreme Value Theory: Evidence from Emerging Markets, Physica A (2011)

This paper introduces wavelet-based extreme value theory (EVT) for univariate value-at-risk estimation. Wavelets and EVT...

 

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Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey, The Journal of Risk Finance (2010)

Purpose – The purpose of this paper is to use filtered extreme-value theory (EVT) model...

 

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Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey, Economic Modelling (2009)

In this paper, we investigate the relationship between industrial production and sectoral credit defaults (non-performing...

 

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