Personal Pages
 

Education: 

  • Ph.D.               Gazi University, Institute of Social Science, Department of Econometrics, (January 2004 – Present).

Thesis: "The Volatility Structure of Financial Time Series in Turkey." (in Turkish) (with Julide Yildirim Ocal)

  • M.Sc.              Ankara University, Natural Sciences Institute, Department of  Statistic, 2001 

Thesis: “A study of Unit Roots in Time Series.”(in Turkish) (with Yilmaz Akdi)

                              

  •                            Gazi University, Institute of Social Science, Department of Econometrics, 2004               

Thesis: “An Investigation on Stochastic Unit Root Process: Theory and Application”(in Turkish) (with Ferhan Cevik)

  •  B.S.                 Gazi University,  Arts and Sciences Faculty, Department  of                       Statistics, 1998

 

Research Interests:

  • Time Series Analysis
  • Volatility
  • Kalman Filter  and Stochastic Volatility
  • Financial Econometrics 

Working Progress

  • Break Point Estimation in Unit Root Tests
  • Stochastic Volatility
  • Inflation Dynamics