Details about Alper Ozun

Access statistics for papers by Alper Ozun.

Last updated 2010-10-15. Update your information in the RePEc Author Service.

Short-id: poz28

Working Papers

2007

1. Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey
   MPRA Paper, University Library of Munich, Germany View citations (2)
2. Filtered Extreme Value Theory for Value-At-Risk Estimation
   MPRA Paper, University Library of Munich, Germany View citations (13)
3. Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets
   MPRA Paper, University Library of Munich, Germany View citations (6)
4. Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
   MPRA Paper, University Library of Munich, Germany View citations (4)
5. Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
   MPRA Paper, University Library of Munich, Germany View citations (21)
6. Multiscale Systematic Risk: An Application on ISE-30
   MPRA Paper, University Library of Munich, Germany View citations (2)
7. Nonlinear Combination of Financial Forecast with Genetic Algorithm
   MPRA Paper, University Library of Munich, Germany View citations (2)
8. Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas
   MPRA Paper, University Library of Munich, Germany View citations (8)
9. The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
   MPRA Paper, University Library of Munich, Germany View citations (2)
10. The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey, Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency (2007) View citations (3) (2007)

Journal Articles

2010

1. A wavelet network model for analysing exchange rate effects on interest rates
   Journal of Economic Studies, 2010, 37, (4), 405-418 View citations (3)

2009

2. A Duration-Dependent Regime Switching Model for an Open Emerging Economy
   Journal for Economic Forecasting, 2009, (4), 66-81 View citations (4)

2008

3. Döviz kurlarının öngörüsünde stokastik oynaklık modelleri
   Iktisat Isletme ve Finans, 2008, 23, (265), 50-67
4. Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test
   Review of Middle East Economics and Finance, 2008, 4, (2), 68-79 View citations (8)
5. Modeling long‐term memory effect in stock prices
   Studies in Economics and Finance, 2008, 25, (1), 38-48 View citations (4)
6. Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi
   Iktisat Isletme ve Finans, 2008, 23, (271), 61-92

2007

7. Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets
   The IUP Journal of Financial Economics, 2007, V, (3), 28-41
8. Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma
   Iktisat Isletme ve Finans, 2007, 22, (254), 47-60
9. The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
   Journal of BRSA Banking and Financial Markets, 2007, 1, (1), 7-34 View citations (3)
   See also Working Paper The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey, MPRA Paper (2007) View citations (3) (2007)

Chapters

2006

1. Using New Information Technologies for Modelling Data on Global Markets: An Efficient Interaction between "Artificial" Human Brain and Economics
   A chapter in Proceedings of the Conference on Human and Economic Resources, 2006, pp 349-359