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 0 5 13 44
EFFECT OF REAL ESTATE NEWS SENTIMENT ON THE STOCK RETURNS OF SWEDBANK AND SEB BANK 0 0 1 19 0 1 9 41
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 1 4 11 548
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study 0 0 0 0 0 2 8 15
MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE? 0 0 0 23 1 5 18 92
Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange? 0 0 0 7 1 7 17 67
PREDICTING STOCK RETURN AND VOLATILITY WITH MACHINE LEARNING AND ECONOMETRIC MODELS: A COMPARATIVE CASE STUDY OF THE BALTIC STOCK MARKET 0 1 3 46 0 6 27 134
THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS 0 0 0 22 2 4 23 59
Total Working Papers 0 1 4 381 5 34 126 1,000


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 0 14 87
Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange? 0 0 0 2 0 4 9 23
The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms 0 1 2 5 1 7 15 36
Total Journal Articles 0 1 2 28 1 11 38 146


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 1 4 17 64
Total Chapters 0 0 1 5 1 5 23 96


Statistics updated 2026-06-04