About Atilla Cifter
I hold PhD in Econometrics (Major in Financial Econometrics) and I am Associate Professor of Econometrics. I teach risk and insurance, quantitative techniques, statistics, and econometrics. My research is published in various well-known international journals including Economic Modelling, Tourism Economics, Physica A: Statistical Mechanics and Applications, and Electric Power Systems Research. I am cited more than 370 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
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.
Econometrics, Time Series Analysis
- Statistics for Social Sciences
- Financial Econometrics
Mahmutbey Dilmenler Cad., No:26, Bagcilar, 34217, Istanbul, Turkey
Aided-computer Evaluation of Nonlinear Combination of Financial Forecast with Genetic ...
International Review on Computers and Software (2007)
Complexity in the financial markets requires intelligent forecasting models for return volatility. In this paper, historical simulation, GARCH, GARCH with ...