Dr Alev Atak
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.
- PhD Economics, Queen Mary University of London, United Kingdom
- MRes Finance and Economics, London School of Economics and Political Science, United Kingdom
- Lecturer in Financial Economics, City, University of London, Sep 2013 – present
- Lecturer in Finance, University of Essex, Sep 2012 – Aug 2013
- Lecturer in Economics, University of Surrey, Sep 2011 – Aug 2012
- Econometric Theory and practice; empirical finance, high frequency econometrics, inference for point processes, microstructure of financial markets
- Financial Econometrics
- Empirical Finance
- 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.
- 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. doi:10.1016/j.econlet.2013.03.051.
- Atak, A. and Zhang, Y. (2016). Testing for Homogeneity in Time-Varying Coefficient Panel Data Models with Fixed Effects.
- Atak, A. Partially Linear Quantile Regression Model with Time-Varying Loadings.
- Atak, A., Zhang, Y. and Zhou, Q. A Joint Test for Slope Homogeneity and Stability in Panel Data Models with Fixed Effects.
- Corporate Finance
- Econometrics for MSc Business Economics and MSc International Business Economics
- Refereeing: Journal of Econometrics, Economics Letters.
- PG Admissions Officer (MSc Economics, MSc Development Economics, MSc Health Economics, and MSc Financial Economics), City University London, 2014-present.
Marketing Officer, Department of Economics, City University London, 2014-present.
Research Committee Member, City University London, 2013-present
Organization of the UG/PG Inductions and PG Pre-sessionals, City University London, 2013-present