6
H index
2
i10 index
85
Citations
Alper Ozun : Citation Profile
| RESEARCH PRODUCTION: 8 Articles 10 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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4 years (2006 - 2010). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alper Ozun. | Is cited by:
| Cites to:
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Main data
Where Alper Ozun has published?
| Journals with more than one article published | # docs |
|---|---|
| Iktisat Isletme ve Finans | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 10 |
Recent works citing Alper Ozun (2025 and 2024)
| Year | Title of citing document |
|---|
Works by Alper Ozun:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey In: Journal of BRSA Banking and Financial Markets. [Full Text][Citation analysis] | article | 3 |
| 2007 | The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test In: Review of Middle East Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2010 | A wavelet network model for analysing exchange rate effects on interest rates In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2008 | Modeling long‐term memory effect in stock prices In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2007 | Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma In: Iktisat Isletme ve Finans. [Citation analysis] | article | 0 |
| 2008 | Döviz kurlarının öngörüsünde stokastik oynaklık modelleri In: Iktisat Isletme ve Finans. [Citation analysis] | article | 0 |
| 2008 | Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 0 |
| 2006 | Using New Information Technologies for Modelling Data on Global Markets: An Efficient Interaction between Artificial Human Brain and Economics In: Papers of the Annual IUE-SUNY Cortland Conference in Economics. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2007 | The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey In: MPRA Paper. [Full Text][Citation analysis] | paper | 21 |
| 2007 | Multiscale Systematic Risk: An Application on ISE-30 In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Nonlinear Combination of Financial Forecast with Genetic Algorithm In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Filtered Extreme Value Theory for Value-At-Risk Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
| 2009 | A Duration-Dependent Regime Switching Model for an Open Emerging Economy In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team