Faruk Selcuk
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- Overnight Borrowing, Interest Rates and Extreme Value Theory (RePEc:bil:wpaper:0103)
by Faruk Selcuk & Ramazan Gencay - Seignorage and Dollarization in a High Inflation Economy : Evidence from Turkey (RePEc:bil:wpaper:9607)
by Faruk Selcuk - Current Account and Consumption Smoothing : The Turkish Experience, 1987-1995 (RePEc:bil:wpaper:9608)
by Faruk Selcuk - A Brief Account of the Turkish Economy, 1987-1996 (RePEc:bil:wpaper:9701)
by Faruk Selcuk - A Visual Test of Normality for Econometric Models (RePEc:bil:wpaper:9803)
by R.Gencay & Faruk Selcuk - A Visual Test for Noise Filtering in Nonlinear Time Series (RePEc:bil:wpaper:9806)
by Serdar Sayan & Faruk Selcuk & Ramazan Gencay - A Visual Goodness-of-Fit Test for Econometric Models (RePEc:bil:wpaper:9808)
by Faruk Selcuk & Ramazan Gencay - A Visual Goodness-of-Fit Test for Econometric Models (RePEc:bpj:sndecm:v:3:y:1998:i:3:n:3)
by Gençay Ramazan & Selçuk Faruk - EVIM: A Software Package for Extreme Value Analysis in MATLAB (RePEc:bpj:sndecm:v:5:y:2001:i:3:n:al1)
by Gençay Ramazan & Selçuk Faruk & Ulugülyagci Abdurrahman - Asymmetry of Information Flow Between Volatilities Across Time Scales (RePEc:ecm:nawm04:90)
by Ramazan Gencay & Faruk Selcuk - Currency substitution: new evidence from emerging economies (RePEc:eee:ecolet:v:78:y:2003:i:2:p:219-224)
by Selcuk, Faruk - Overnight borrowing, interest rates and extreme value theory (RePEc:eee:eecrev:v:50:y:2006:i:3:p:547-563)
by Gencay, Ramazan & Selcuk, Faruk - High volatility, thick tails and extreme value theory in value-at-risk estimation (RePEc:eee:insuma:v:33:y:2003:i:2:p:337-356)
by Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman - Software reviews (RePEc:eee:intfor:v:17:y:2001:i:2:p:305-317)
by Gencay, Ramazan & Selcuk, Faruk - Extreme value theory and Value-at-Risk: Relative performance in emerging markets (RePEc:eee:intfor:v:20:y:2004:i:2:p:287-303)
by Gencay, Ramazan & Selcuk, Faruk - Multiscale systematic risk (RePEc:eee:jimfin:v:24:y:2005:i:1:p:55-70)
by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon - An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (RePEc:eee:monogr:9780122796708)
by Gençay, Ramazan & Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon J. - Scaling properties of foreign exchange volatility (RePEc:eee:phsmap:v:289:y:2001:i:1:p:249-266)
by Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon - Differentiating intraday seasonalities through wavelet multi-scaling (RePEc:eee:phsmap:v:289:y:2001:i:3:p:543-556)
by Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon - Financial earthquakes, aftershocks and scaling in emerging stock markets (RePEc:eee:phsmap:v:333:y:2004:i:c:p:306-316)
by Selçuk, Faruk - Free float and stochastic volatility: the experience of a small open economy (RePEc:eee:phsmap:v:342:y:2004:i:3:p:693-700)
by Selçuk, Faruk - Intraday dynamics of stock market returns and volatility (RePEc:eee:phsmap:v:367:y:2006:i:c:p:375-387)
by Selçuk, Faruk & Gençay, Ramazan - On The Macroeconomic Impact Of The August, 1999 Earthquake In Turkey: A First Assessment (RePEc:erg:wpaper:2001)
by Faruk Selcuk & Erinc Yeldan - Informed traders' arrival in foreign exchange markets: Does geography matter? (RePEc:hal:journl:hal-01563055)
by Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk - Faiz Hadlerinin Vade Yapısı (RePEc:iif:iifjrn:v:10:y:1995:i:109:p:34-41)
by Faruk SELÇUK - Reel Döviz Kurları Üzerine (RePEc:iif:iifjrn:v:8:y:1993:i:84:p:9-18)
by Faruk SELÇUK - Döviz Kurlarının Endekslenmesi (RePEc:iif:iifjrn:v:9:y:1994:i:104:p:4-9)
by Faruk SELÇUK - The Policy Challenge with Floating Exchange Rates: Turkey’s Recent Experience (RePEc:kap:openec:v:16:y:2005:i:3:p:295-312)
by Faruk Selçuk - Information flow between volatilities across time scales (RePEc:pra:mprapa:10355)
by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon - Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? (RePEc:rim:rimwps:25_09)
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk - Asymmetry of Information Flow Between Volatilities Across Time Scales (RePEc:rim:rimwps:27_09)
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher - Informed traders’ arrival in foreign exchange markets: Does geography matter? (RePEc:spr:empeco:v:49:y:2015:i:4:p:1431-1462)
by Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk - On the macroeconomic impact of the August 1999 earthquake in Turkey: a first assessment (RePEc:taf:apeclt:v:8:y:2001:i:7:p:483-488)
by Faruk Selcuk & Erinc Yeldan - Asymmetric stochastic volatility in emerging stock markets (RePEc:taf:apfiec:v:15:y:2005:i:12:p:867-874)
by Faruk Selcuk - The dynamics of a newly floating exchange rate: the Turkish case (RePEc:taf:applec:v:38:y:2006:i:8:p:931-941)
by Oya Pınar Ardıc & Faruk Selcuk - Asymmetry of information flow between volatilities across time scales (RePEc:taf:quantf:v:10:y:2010:i:8:p:895-915)
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher - Inflation and Disinflation in Turkey (RePEc:zbw:esmono:110203)
by Kibritçioğlu, Aykut & Rittenberg, Libby & Selçuk, Faruk & Akçay, O. Cevdet & Alper, C. Emre & Berument, M. Hakan & Dibooğlu, Selahattin & Erlat, Haluk & Ertuğrul, Ahmet & Malatyalı, N. Kamuran & Nas,