| A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom A Atak, O Linton, Z Xiao Journal of Econometrics 164 (1), 92-115, 2011 | 47 | 2011 |
| A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors A Atak, G Kapetanios Economics Letters 120 (2), 224-228, 2013 | 11 | 2013 |
| A semiparametric panel model for climate change in the United Kingdom A Atak, O Linton, Z Xiao Manuscript, 2009 | 4 | 2009 |
| Exploring the Sentiments in Financial Disclosures with Deep Learning A Atak https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4549328, 2023 | 1 | 2023 |
| SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS A Atak, TT Yang, Y Zhang, Q Zhou Econometric Theory, 1-48, 2023 | 1 | 2023 |
| Functional coefficient quantile regression model with time-varying loadings A Atak, G Montes-Rojas, J Olmo Journal of Applied Economics 26 (1), 2167151, 2023 | | 2023 |
| Designating the Endogeneity in the Cryptocurrency Market Using an Intensity-based Hawkes Process A Atak Available at SSRN 3508652, 2018 | | 2018 |
