Sidika Basci

ESTIM Forecasting Center

Dr.

Sairler sok. 32/C

Gaziosmanpasa 06700

Turkey

SCHOLARLY PAPERS

3

DOWNLOADS

362

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Do Extreme Falls Help Forecasting Stock Returns? International Evidence

CUBS Faculty of Finance Working Paper No. 06, Cass Business School Research Paper
Number of pages: 18 Posted: 22 Oct 2001
Erdem Basci, Sidika Basci and Yaz Gulnur Muradoglu
Bilkent University - Department of Economics, ESTIM Forecasting Center and Queen Mary University of London
Downloads 201 (158,610)
Citation 1

Abstract:

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Stock return rebounds, predictability, autocorrelations, non-linear models, model selection, trading-rule tests, emerging markets, market indices, weekly return dynamics

2.

A Method for Detecting Structural Breaks and an Application to the Turkish Stock Market

METU Studies in Development, Vol. 27, No. 1-2, pp. 35-45, 2000
Number of pages: 10 Posted: 31 Jan 2009
Erdem Basci, Sidika Basci and Asad Zaman
Bilkent University - Department of Economics, ESTIM Forecasting Center and Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE)
Downloads 110 (259,999)

Abstract:

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structural change, sup F test, rolling Chow test, Bootstrap

3.

Variance Estimates and Model Selection

International Econometric Review. Vol. 2, No. 2, September 2010
Number of pages: 17 Posted: 10 Oct 2010
Asad Zaman, Sidika Basci and Arzdar Kiraci
Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE), ESTIM Forecasting Center and Ba?kent University
Downloads 51 (402,945)

Abstract:

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Autoregressive Process, Lag Order Determination, Model Selection Criteria, Cross Validation