Volatility regime probabilities and the horizon profile of tail risk
0 citationsFinance research letters
Alev Atak
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18Publications signalées
81Citations signalées
1Affiliations récentes
Institutions déclarées
Domaines associés
Financial Risk and Volatility ModelingMonetary Policy and Economic ImpactFinancial Markets and Investment StrategiesSpatial and Panel Data AnalysisStatistical Methods and Inference
Publications récentes
FORECASTING VOLATILITY WITH HAR-RV: INSIGHTS FROM COMMODITIES, CURRENCIES, AND EQUITIES
0 citationsAnadolu Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
Beyond polarity: How ESG sentiment influences idiosyncratic volatility in the Turkish stock market
11 citationsBorsa Istanbul Review
Unveiling Endogeneity: Price Dynamics of Non-Green Cryptocurrencies Amidst Digital Currency Surge and Environmental Concerns
0 citationsSSRN Electronic Journal
Exploring the sentiment in Borsa Istanbul with deep learning
13 citationsBorsa Istanbul Review
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM
Alev Atak, Thomas Tao Yang, Yonghui Zhang, Qiankun Zhou
0 citationsEconometric Theory
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS
Alev Atak, Thomas Tao Yang, Yonghui Zhang, Qiankun Zhou
1 citationEconometric Theory
Functional coefficient quantile regression model with time-varying loadings
Alev Atak, Gabriel Montes‐Rojas, José Olmo
1 citationJournal of Applied Economics
Exploring the Sentiments in Financial Disclosures with Deep Learning
1 citationSSRN Electronic Journal
Designating the Endogeneity in the Cryptocurrency Market Using an Intensity-based Hawkes Process
0 citationsSSRN Electronic Journal
Modeling Price Clusters in Cryptocurrencies Using an Intensity-based Hawkes Process
0 citationsCity Research Online (City University London)
A Joint Test for Slope Homogeneity and Stability in Panel Data Models with Fixed Effects
Alev Atak, Yunchu Zhang, Qian M. Zhou
0 citationsCity Research Online (City University London)
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