Dr Alev Atak-Atalik

Overview

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.

Qualifications

1. PhD Economics, Queen Mary University of London, United Kingdom
2. MRes Finance and Economics, London School of Economics and Political Science, United Kingdom

Employment

1. Lecturer in Financial Economics, City, University of London, Sep 2013 – present
2. Lecturer in Finance, University of Essex, Sep 2012 – Aug 2013
3. Lecturer in Economics, University of Surrey, Sep 2011 – Aug 2012

Teaching

Undergraduate

- Corporate Finance

Postgraduate

- Econometrics for MSc Business Economics and MSc International Business Economics

Research interests

- Econometric Theory and practice; empirical finance, high frequency econometrics, inference for point processes, microstructure of financial markets
- Financial Econometrics
- Empirical Finance

Featured publications

1. 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. doi:10.1016/j.jeconom.2011.02.008.

Publications by category