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) 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 , E.Çetinkaya and S.Kasap.
    (2011) ISE Warrants Arbitrage Opportunities.
    10. Ulusal İşletmecilik Kongresi
    0-0, ISBN:
  • 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) 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.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.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: