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 Electric Power Systems Research. He is cited more than 170 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 Financial/Applied
Econometrics. His research interests include macroeconomics, applied macroeconometrics,
and time series analysis. 

Articles

Link

Exchange rate exposure at the firm and industry levels: Evidence from Turkey, Economic Modelling (2014)

The purpose of this study is to examine industry-weighted exchange rate exposure at the firm...

 

Link

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...

 

Link

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...