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

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.

Monograph

Atak, A. (2011). The Future of Computer Trading in Financial Markets (11/1276). Government Office for Science.