Publications of Selcuk, F.
2007
| , Asymmetric Stochastic Volatility in Emerging Stock Markets (2007), in: Applied Financial Economics, 15(867-874) |
| and , Intraday Dynamics of Stock Market Returns and Volatility (2007), in: Physica A, 367(375-387) |
| and , The Dynamics of a Newly Floating Exchange Rate: The Turkish Case (2007), in: Applied Economics, 38(931-941) |
| , The Policy Challenge with the Floating Exchange Rates: Turkey's recent experience (2007), in: Open Economies Review, 16(295-312) |
2005
| , Free Float and Stochastic Volatility: The Experience of a Small Open Economy (2005), in: Physica A, 342(693-700) |
| and , Overnight Borrowing, Interest Rates and Extreme Value Theory (2005), in: European Economic Review, 50(547-563) |
2004
| and , Extreme value theory and Value-at-Risk: Relative performance im emerging markets (2004), in: Int J of Forecasting, 20(287-303) |
| , Financial Earthquakes, Aftershocks ans Scaling in Emerging Markets (2004), in: Physica A, 333(306-316) |
| , and , High volatility, thick tails and extreme value theory in value-at-risk estimation (2004), in: Insurance: Mathematics and Economics, 33(337-356) |
| , and , Multiscale Systematic Risk (2004), in: J of International Money and Finance, 24(55-70) |
| , and , Systematic risk and timescales (2004), in: Quantitative Finance, 3(108-116) |
2003
| , Currency Substitution: New Evidence from Emerging Economies (2003), in: Economics Letters, 78(219-224) |
2002
| and , A Brief Account of the Turkish Economy, 1980-2000 (2002), in: Russian & East European Finance & Trade, 37(6-28) |
| , and , EVIM: A Software Package for Extreme Value Analysis in MATLAB (2002), in: Studies in Nonlinear Dynamics and Econometrics, 5(213-239) |
| , Seigniorage, Currency Substitution and Inflation in Turkey (2002), in: Russian & East European Finance & Trade, 37(41-50) |
| and , Software Review: MATLAB Neural Network Toolbox (2002), in: Int J of Forecasting, 17(305-317) |
2001
| , and , Differentiating intraday seasonalities through wavelet muti-scaling (2001), in: Physica A, 289(543-556) |
| and , On the macroeconomic impact of the August, 1999 earthquake in Turkey: a first assessment (2001), in: Applied Economics Letters, 8(483-488) |
| and , On the macroeconomic impact of the August, 1999 earthquake in Turkey: a first assessment (2001), in: Applied Economics Letters, 8(483-488) |
| , and , Scaling properties of foreign exchange volatility (2001), in: Physica A, 289(249-266) |
| , and , Scaling properties of foreign exchange volatility (2001), in: Physica A, 289(249-266) |
2000
| and , A visual goodness of fit test for econometric models (2000), in: Studies in Nonlinear Dynamics and Econometrics, 3(157-167) |
| and , A visual goodness-of-fit test for econometric models (2000), in: Studies in Nonlinear Dynamics and Econometrics, 3(157-167) |
1997
| , GMM estimation of currency substitution in a high inflation economy (1997), in: Applied Economics Letters, 4(225-228) |
1995
| , Currency substitution in Turkey (1995), in: Applied Economics, 26(509-518) |