Yayınlar & Eserler

Yayın Ağı
Makaleler 7
Tümü (7)
SCI-E, SSCI, AHCI (7)
SCI-E, SSCI, AHCI, ESCI (7)
Scopus (7)

1. Volatility regime probabilities and the horizon profile of tail risk

ATAK A.
FINANCE RESEARCH LETTERS , cilt.108, 2026 (SSCI, Scopus)

2. SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS

ATAK A., Tao T. Y., Zhang Y., Zhou Q.
ECONOMETRIC THEORY , cilt.41, sa.1, ss.123-170, 2025 (SCI-Expanded, SSCI, Scopus) Sürdürülebilir Kalkınma

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

ATAK A.
Borsa Istanbul Review , cilt.24, ss.10-21, 2024 (SSCI, Scopus)

4. Functional coefficient quantile regression model with time-varying loadings

ATAK A., Montes-Rojas G., Olmo J.
JOURNAL OF APPLIED ECONOMICS , cilt.26, sa.1, 2023 (SSCI, Scopus) Creative Commons License Sürdürülebilir Kalkınma

5. Exploring the sentiment in Borsa Istanbul with deep learning

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

6. 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, Scopus) Creative Commons License

7. 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, SSCI, Scopus) Creative Commons License Sürdürülebilir Kalkınma
Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 5

1. Decoding ESG Performance with NLP at Borsa Istanbul Sustainability Index

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

2. Financial Sentiment Index with Natural Language Processing

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

3. 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, (Özet Bildiri)

4. 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, (Tam Metin Bildiri)

5. 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, (Tam Metin Bildiri)
Kitaplar 1

1. Econometric Analysis of Cryptocurrency Volatility: A Heterogenous Autoregressive Approach

Atak A.
Gazi Kitabevi , Ankara, 2024
Metrikler

Yayın

15

Yayın (WoS)

7

Yayın (Scopus)

7

Atıf (WoS)

35

H-İndeks (WoS)

3

Atıf (Scopus)

50

H-İndeks (Scopus)

4

Atıf (Scholar)

108

H-İndeks (Scholar)

5

Toplam Atıf Sayısı

38

Proje

3

Tez Danışmanlığı

2

Açık Erişim

4
BM Sürdürülebilir Kalkınma Amaçları
SDG 3: AMAÇ 3: SAĞLIKLI BİREYLER
SDG 13: AMAÇ 13: İKLİM EYLEMİ