Items where Author is "Atak, A."

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Number of items: 7.

Article

Atak, A. & Kapetanios, G. (2013). A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors. Economics Letters, 120(2), pp. 224-228. doi: 10.1016/j.econlet.2013.03.051

Atak, A., Linton, O. & Xiao, Z. (2011). A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164(1), pp. 92-115. doi: 10.1016/j.jeconom.2011.02.008

Monograph

Atak, A., Zhang, Y. & Zhou, Q. (2018). A Joint Test for Slope Homogeneity and Stability in Panel Data Models with Fixed Effects. .

Atak, A. (2018). Modeling Price Clusters in Cryptocurrencies Using an Intensity-based Hawkes Process. .

Atak, A. (2018). Partially Linear Quantile Regression Model with Time-Varying Loadings. .

Atak, A. (2011). The Future of Computer Trading in Financial Markets (Report No. 11/1276). Government Office for Science.

Conference or Workshop Item

Atak, A. (2015). Semiparametric trending regression for unbalanced panel data with application to realized volatility. Paper presented at the 9th International Conference on Computational and Financial Econometrics (CFE 2015), 12-14 Dec 2015, London, UK.

This list was generated on Wed Feb 21 06:26:57 2018 UTC.