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 0 4 7 35
EFFECT OF REAL ESTATE NEWS SENTIMENT ON THE STOCK RETURNS OF SWEDBANK AND SEB BANK 0 1 2 19 2 3 6 36
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 4 5 12
MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE? 0 0 0 23 4 5 6 79
Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange? 0 0 0 7 3 6 8 58
PREDICTING STOCK RETURN AND VOLATILITY WITH MACHINE LEARNING AND ECONOMETRIC MODELS: A COMPARATIVE CASE STUDY OF THE BALTIC STOCK MARKET 1 1 6 45 9 12 29 124
THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS 0 0 1 22 3 9 15 48
Total Working Papers 1 2 10 380 23 45 79 932


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 5 7 79
Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange? 0 0 0 2 0 2 4 18
The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms 0 1 1 4 2 4 7 27
Total Journal Articles 0 1 1 27 4 11 18 124


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 1 1 3 29
Predicting Stock Returns: ARMAX versus Machine Learning 0 0 1 1 2 4 12 54
Total Chapters 0 0 1 5 3 5 15 83


Statistics updated 2026-01-09