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Modeling long‐term memory effect in stock prices

Ozun, Alper; Cifter, Atilla - In: Studies in Economics and Finance 25 (2008) 1, pp. 38-48

Purpose – This paper, using Turkish stock index data, set outs to present long‐term memory effect using chaotic and conventional unit root tests and investigate if chaotic technique as wavelets captures long‐memory better than conventional techniques. Design/methodology/approach – Haar...

Persistent link: https://www.econbiz.de/10015013571

Stock returns, inflation, and real activity in developing countries : a Markov-switching approach

Cifter, Atilla - In: Panoeconomicus 62 (2015) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10010516698

Effects of the Basel II accord on the integration process of the emerging markets into the EU markets

Ozun, Alper - In: Banks and bank systems : international research journal 2 (2007) 3, pp. 73-81

Persistent link: https://www.econbiz.de/10003867711

The time-varying currency risk exposure on firms : cross-sectoral evidence from Turkey on the EU integration process

Ozun, Alper - In: Banks and bank systems : international research journal 2 (2007) 4, pp. 13-20

Persistent link: https://www.econbiz.de/10003858069

Effects of the Basel II accord on the integration process of the emerging markets into the EU markets

Ozun, Alper - In: Banks and bank systems : international research journal 2 (2007) 3, pp. 73-81

Persistent link: https://www.econbiz.de/10009912751

The time-varying currency risk exposure on firms : cross-sectoral evidence from Turkey on the EU integration process

Ozun, Alper - In: Banks and bank systems : international research journal 2 (2007) 4, pp. 13-20

Persistent link: https://www.econbiz.de/10009912764

Exchange rate exposure at the firm and industry levels: Evidence from Turkey

Akay, Gokhan H.; Cifter, Atilla - In: Economic modelling 43 (2014), pp. 426-434

Persistent link: https://www.econbiz.de/10010503034

Working capital management and firm performance in the hospitality and tourism industry

Chambers, Nurgul; Cifter, Atilla - In: International journal of hospitality management 102 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013185238

Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets

Silahli, Baykar; Dingec, Kemal Dincer; Cifter, Atilla; … - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012485378

Turkish tourism, exchange rates and income

Akay, Gokhan H.; Cifter, Atilla; Teke, Ozdemir - In: Tourism economics : the business and finance of tourism … 23 (2017) 1, pp. 66-77

Persistent link: https://www.econbiz.de/10011646268