Dr. C. Coşkun Küçüközmen
Room: UME-222
Office Phone:+90 312 210 56 15
Fax: +90 312 210 2985
E-mail: kcoskun [at] metu edu tr
Department: Institute of Applied Mathematics
Home Page: http://www.metu.edu.tr/~kcoskun/
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Academic Degrees
- Ph.D.: School of Business and Economics, University of Exeter, UK, 2000
- M.Sc.: European Economics and Finance, Loughborough University,UK, 1995
- B.Sc.: (BA) Economics, Dokuz Eylül University, İzmir, 1984
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Research Interests
Financial econometrics, modeling financial asset returns, volatility forecast, financial risk measurement, market risk, value-at-risk models, model validation techniques, bank capital adequacy, deposit insurance, regulation and supervision of financial risks.