I hold PhD in Econometrics (Major in Financial Econometrics) and I am Associate
Professor of Econometrics ( Inter-University Council). I teach risk and insurance,
quantitative techniques, statistics, and econometrics. My research is published in
various well-known international journals including Economic Modelling, Physica A:
Statistical Mechanics and Applications, and Electric Power Systems Research. I am cited
more than 200 times in Google Scholar and I 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. I am also a freelance Content/Journal Selection Reviewer and freelance Advisor
on Financial/Applied Econometrics. My research interests include applied econometrics,
time series analysis, and macroeconomics. 

My Short Courses at Bahcesehir University: 

UYGULAMALI ZAMAN SERİSİ ANALİZİ: OxMetrics / Eviews Doç. Dr. Atilla Çifter, İstanbul
Kemerburgaz Üniversitesi 

OxMetrics ve Eviews ile ekonometri uygulamaları, zaman serisi analizine giriş, temel
istatistik özellikleri, AR-MA-ARMA-ARIMA Modelleri, Durağanlık Analizi ve Birim Kök
Testleri, Otokorelasyon, Nedensellik Analizi, Eşbütünleşme, Vektör Otoregresyon,
Etki-Tepki Analizi-Varyans Ayrıştırması, Değişen Varyans Testleri, Değişen Varyans
Modelleri (ARCH, GARCH ve GARCH Türevleri), Çoklu GARCH Modelleri, Uç Değer Teorisi. 

Eğitim Süresi: 7 Saat Eğitim Ücreti: 240 TL 



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...



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...



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...



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...