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 1 13 4 4 7 35
EFFECT OF REAL ESTATE NEWS SENTIMENT ON THE STOCK RETURNS OF SWEDBANK AND SEB BANK 0 1 2 19 0 1 4 34
Estimating VAR-MGARCH models in multiple steps 0 0 0 251 0 2 3 540
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study 0 0 0 0 2 2 4 10
MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE? 0 0 0 23 1 1 2 75
Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange? 0 0 0 7 2 3 5 55
PREDICTING STOCK RETURN AND VOLATILITY WITH MACHINE LEARNING AND ECONOMETRIC MODELS: A COMPARATIVE CASE STUDY OF THE BALTIC STOCK MARKET 0 0 5 44 1 3 21 115
THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS 0 0 1 22 3 7 12 45
Total Working Papers 0 1 9 379 13 23 58 909


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 2 4 5 77
Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange? 0 0 0 2 2 2 4 18
The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms 0 1 1 4 1 3 5 25
Total Journal Articles 0 1 1 27 5 9 14 120


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 0 2 28
Predicting Stock Returns: ARMAX versus Machine Learning 0 0 1 1 2 2 11 52
Total Chapters 0 0 1 5 2 2 13 80


Statistics updated 2025-12-06