I study classical philology and ancient history and attend excavations and surveys in summer times. This is my last year and I'll be graduated in July, l will start master studies in Ancient History. My plan is work on Hellenistic+Roman age history and epigraphy.

I have also got applications from Oxford and Helsinki universities. So, is there any one who would advise me what l should do, I live in Istanbul and should I start master studies in Istanbul and think PhD studies in Europe? or should think on study both studies in Europe?

You lucky thing - what a great subject - apply for and take whatever postgrad funding you can get and enjoy it!!! It really shouldn't matter where you do it - just sounds fascinating to me