Items where City Author is "Atak, Alev"
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Number of items: 4.
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
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.