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portrait of Dr Alev Atak

Dr Alev Atak

Lecturer in Financial Economics

School of Arts and Social Sciences, Department of Economics

Contact Information


Visit Alev Atak

D333, Rhind Building

Postal Address

City, University of London
Northampton Square
United Kingdom



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.


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


  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


Research interests

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


  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.

Journal article

  1. 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.

Working paper

  1. Atak, A. Partially Linear Quantile Regression Model with Time-Varying Loadings.



- Corporate Finance


- Econometrics for MSc Business Economics and MSc International Business Economics

Other Activities

Editorial activity

  1. Refereeing: Journal of Econometrics, Economics Letters.


  1. 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