Yayınlar & Eserler

Yayın Ağı

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

Beyond polarity: How ESG sentiment influences idiosyncratic volatility in the Turkish stock market

ATAK A.
Borsa Istanbul Review , 2024 (SSCI) identifier

Exploring the sentiment in Borsa Istanbul with deep learning

ATAK A.
Borsa Istanbul Review , cilt.23, 2023 (SSCI) identifier identifier

SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS

Atak A., Tao T. Y., Zhan Y., Zhou Q.
ECONOMETRIC THEORY , cilt.0, sa.0, ss.1-48, 2023 (SCI-Expanded)

Functional coefficient quantile regression model with time-varying loadings

Atak A., Montes-Rojas G., Olmo J.
JOURNAL OF APPLIED ECONOMICS , cilt.26, ss.1-39, 2023 (SSCI) Creative Commons License

A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors

Atak A., Kapetanios G.
ECONOMICS LETTERS , cilt.120, sa.2, ss.224-228, 2013 (SSCI) Creative Commons License identifier identifier

A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom

Atak A., Linton O., Xiao Z.
JOURNAL OF ECONOMETRICS , cilt.164, sa.1, ss.92-115, 2011 (SCI-Expanded) Creative Commons License Sürdürülebilir Kalkınma identifier identifier

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

Decoding ESG Performance with NLP at Borsa Istanbul Sustainability Index

Atak A.
47th EBES CONFERENCE, Berlin, Almanya, 18 - 20 Nisan 2024, ss.1-23

Financial Sentiment Index with Natural Language Processing

Atak A.
42nd EBES CONFERENCE - LISBON , Lisbon, Portekiz, 12 - 14 Ocak 2023, ss.1-19

SYMMETRIC OR ASYMMETRIC INFORMATION? A MACHINE LEARNING APPROACH FOR FINANCIAL SENTIMENT

Atak A.
43rd EBES CONFERENCE - MADRID , Madrid, İspanya, 12 - 14 Nisan 2023, ss.1-18

Reflexivity analysis of cryptocurrencies with a time-varying semi-parametric Hawkes process

Atak A.
4th International Conference on Econometrics and Statistics, Kowloon, Hong Kong, 22 - 26 Haziran 2021, ss.1-19

Reflexivity Analysis of Digital Currencies with a Semiparametric Hawkes Process

Atak A.
European Economics and Finance Society Nineteenth Annual EEFS Conference online in conjunction with the Department of Economics, City, University of London and FernUniversität Hagen, London, İngiltere, 22 - 25 Haziran 2021, ss.1-18

Kitap & Kitap Bölümleri

Econometric Analysis of Cryptocurrency Volatility: A Heterogenous Autoregressive Approach

Atak A.
Gazi Kitabevi , Ankara, 2024

Metrikler

Yayın

13

Atıf (WoS)

24

H-İndeks (WoS)

2

Atıf (Scopus)

28

H-İndeks (Scopus)

2

Proje

2

Tez Danışmanlığı

1

Açık Erişim

2
BM Sürdürülebilir Kalkınma Amaçları