Access Statistics for Mustafa Hakan Eratalay

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
DEEDP DIVING INTO THE S&P 350 EUROPE INDEX NETWORK ANS ITS REACTION TO COVID-19 0 0 0 13 4 5 13 44
EFFECT OF REAL ESTATE NEWS SENTIMENT ON THE STOCK RETURNS OF SWEDBANK AND SEB BANK 0 0 1 19 0 2 9 41
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 3 4 10 547
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study 0 0 0 0 1 2 8 15
MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE? 0 0 0 23 4 5 18 91
Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange? 0 0 0 7 4 6 16 66
PREDICTING STOCK RETURN AND VOLATILITY WITH MACHINE LEARNING AND ECONOMETRIC MODELS: A COMPARATIVE CASE STUDY OF THE BALTIC STOCK MARKET 0 1 3 46 1 6 27 134
THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS 0 0 0 22 1 3 21 57
Total Working Papers 0 1 4 381 18 33 122 995


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study 0 0 0 21 0 1 14 87
Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange? 0 0 0 2 2 4 9 23
The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms 1 1 2 5 5 6 14 35
Total Journal Articles 1 1 2 28 7 11 37 145


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Econometrics and Systemic Risk 0 0 0 4 0 1 6 32
Predicting Stock Returns: ARMAX versus Machine Learning 0 0 1 1 2 5 18 63
Total Chapters 0 0 1 5 2 6 24 95


Statistics updated 2026-05-06