• A High Frequency Investigation During a Financial Crash
• by Mehmet Ali Soytaş

• A Nonparametric Way of Distribution Testing
• by Ekrem Kilic (Also available at EconWPA)

• Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
• by Ekrem Kilic (Also available at GloriaMundi)

• Evaluating VaR Models
• by Ekrem Kilic

• A Comparison of Option Pricing Models
• by Ekrem Kilic