Prof. C Coşkun KÜÇÜKÖZMEN
Faculty of Business
International Trade and Finance
, Izmir University of Economics
, Izmir University of Economics
Prof. C Coşkun KÜÇÜKÖZMEN
Faculty of Business
International Trade and Finance
, Izmir University of Economics
, Izmir University of Economics
CONFERENCE PAPERS
Published in other conference proceedings
National
- C.C.Küçüközmen.
(2013) Enerji Piyasalarında Risk Yönetimi.
Borsa İstanbul; İktisadi Araştırmalar Vakfı; Takasbank / Elektrik Piyasası Özelinde Enerji Piyasaları Ve Risk Yönetimi Sempozyumu
109-138, ISBN: 978605548312
- C.C.Küçüközmen , E.Çetinkaya and S.Kasap.
(2011) ISE Warrants Arbitrage Opportunities.
10. Ulusal İşletmecilik Kongresi
0-0, ISBN:
- C.C.Küçüközmen , E.Çetinkaya and S.Kasap.
(2011) İMKB Varant Piyasasında Arbitraj Olasılıkları.
10. Ulusal İşletmecilik Kongresi / 10. Ulusal İşletmecilik Kongresi Genişletilmiş Bildiri Özetleri Kitabı
443-444, ISBN: 978-975-441-331-1
- C.C.Küçüközmen.
(2009) Bankalarda Sermaye Yönetiminde Yeni Arayışlar ve Alternatif Modeller.
İstanbul Üniversitesi, İktisat Fakültesi, Bankacılık Araştırma Merkezi / Yeni Yüzyılda Bankacılık Küresel Riskler Ve Bankalarda Sermaye Yönetiminde Yeni Arayışlar
65-74, ISBN: 9789944250542
International
- C.C.Küçüközmen , M.Ural.
(2011) Analyzing the Dual Long Memory in Stock Market Returns.
12th International Symposium On Econometrics, Operations Research And Statistics / Ege Akademik Bakış
0-0, ISBN:
- C.C.Küçüközmen , N.S.Aydın.
(2009) Stress testing of energy-related derivative instruments based on conditional market risk models.
Second Multinational Energy And Value Conference
0-0, ISBN:
- C.C.Küçüközmen , O.Toros.
(2009) CAPM Performance and Volatility Structure of Energy Companies traded in Istanbul Stock Exchange.
Second Multinational Energy And Value Conference
0-0, ISBN:
- C.C.Küçüközmen , U.Ban and O.Çetinkaya.
(2009) Distributional Properties of Energy Asset Returns.
2nd International Conference On Social Sciences (ICSS) / Reading In Social Sciences
117-131, ISBN: 978-605-5741-17-4
- C.C.Küçüközmen , O.Çetinkaya and B.Gündoğdu.
(2008) Impact of News Arrival on Financial Volatility: Evidence from Turkish Financial Markets.
4th International Conference On Business, Management And Economics (ICBME’08)
0-0, ISBN:
- C.C.Küçüközmen , O.Çetinkaya and B.Gündoğdu.
(2008) News Impact and Financial volatility: Case for Turkey.
1. Ulusal Yönetim Ve Ekonomi Bilimleri Konferansı (YEBKO) / Parasal İktisat Bankacılık Ve Finans
59-82, ISBN: 978-605-5741-10-5
- C.C.Küçüközmen , H.D.Oğuz.
(2007) Emerging Markets’ Stock Market Volatility and Impact of News: Is it Really Observable?.
3rd International Conference On Business, Management And Economics
0-0, ISBN:
- C.C.Küçüközmen , M.Mazıbaş.
(2007) Forecasting the Change and Direction of Change in ISE Sector Indices: An Artificial Neural Network Application.
3rd International Conference On Business, Management And Economics
0-0, ISBN:
- C.C.Küçüközmen , S.Altay.
(2006) Efficient Market Hypothesis and Identification of Linear and Non-linear Dependence in Stock Market Returns.
13th Annual Conference Of The Multinational Finance Society
0-0, ISBN:
- C.C.Küçüközmen , T.Aktürk.
(2006) An Econometric Approach to Tourism Demand: Arrivals from UK and Australia to Turkey.
The Third Graduate Research In Tourism Conference / Anatolia: Turizm Araştırmaları Dergisi
0-0, ISBN:
- C.C.Küçüközmen , A.Yüksel.
(2006) A Macro-econometric Credit Risk Model for Stress Testing the Turkish Credit Portfolio.
13th Annual Conference Of The Multinational Finance Society
0-0, ISBN:
- C.C.Küçüközmen , S.Altay.
(2006) An Assessment of Value-at-Risk (VaR) and Expected Tail Loss (ETL) Under a Stress Testing Framework for Turkish Stock Market.
2nd International Conference On Business, Management And Economics / Advances In Turkish Economy And Business Environment: Theory And Applications
83-98, ISBN: 975-6339-06-1
- C.C.Küçüközmen , H.Kaddour and C.Guermat.
(2006) Forecasting Volatility with Asymmetric Conditional Models: Evidence from Emerging Arab Stock Markets.
International Conference On Financial Development In Arab Countries / Financial Development In Arab Countries
225-243, ISBN: 9960-32-156-8
- C.C.Küçüközmen , S.Güner.
(2005) Risk Management to Protect Cultural Heritage in Time of Armed Conflict.
10th International Congress On “Cultural Heritage And New Technologies”
0-0, ISBN: