Dr Alev Atak
Lecturer
Department of Economics
City University London
United Kingdom
Biography
Dr Atak received her PhD from Queen Mary, University of London and her MRes Finance and Economics from LSE. Dr Atak's research agenda focuses on financial econometrics, with a special interest in the econometric analysis of high frequency data, volatility estimation, inference for point processes and microstructure of financial markets. She is also interested in factor models, nonparametric econometrics and panel data.
Research Interest
Financial Econometrics, Empirical Finance
Publications
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Atak, A., Linton, O. and Xiao, Z. (2011). A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Journal of Econometrics, 164(1), pp. 92–115.
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Atak, A. and Kapetanios, G. (2013). A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors. Economics Letters, 120(2), pp. 224–228.
