Access Statistics for Selçuk Bayracı
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets | 0 | 0 | 0 | 116 | 1 | 7 | 21 | 284 |
| Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets | 0 | 0 | 0 | 45 | 1 | 1 | 24 | 118 |
| Continuous time modeling of interest rates: An empirical study on the Turkish short rate | 0 | 0 | 0 | 26 | 0 | 0 | 9 | 118 |
| Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry | 0 | 0 | 0 | 48 | 0 | 1 | 5 | 142 |
| Modeling the volatility of FTSE All Share Index Returns | 0 | 0 | 1 | 35 | 0 | 0 | 11 | 168 |
| Return, shock and volatility co-movements between the bond markets of Turkey and developed countries | 1 | 1 | 1 | 35 | 3 | 3 | 15 | 68 |
| Total Working Papers | 1 | 1 | 2 | 305 | 5 | 12 | 85 | 898 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework | 0 | 0 | 1 | 56 | 0 | 0 | 104 | 241 |
| Total Journal Articles | 0 | 0 | 1 | 56 | 0 | 0 | 104 | 241 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.