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Mustafa Hakan Eratalay

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This is information that was supplied by Mustafa Eratalay in registering through RePEc. If you are Mustafa Hakan Eratalay , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mustafa
Middle Name: Hakan
Last Name: Eratalay
Suffix:

RePEc Short-ID: per140

Email:
Homepage: http://sites.google.com/site/hakaneratalay/
Postal Address:
Phone:

Affiliation

(95%) Department of Economics
European University at St. Petersburg
Location: St. Petersburg, Russia
Homepage: http://www.eu.spb.ru/econ/
Email:
Phone: +7 (812) 275-1130
Fax:
Postal: 3 Gagarinskaya Street, 191187 St. Petersburg
Handle: RePEc:edi:feeusru (more details at EDIRC)
(5%) Departamento de Fundamentos del Análisis Económico
Facultad de Ciencias Económicas y Empresariales
Universidad de Alicante
Location: Alicante, Spain
Homepage: http://merlin.fae.ua.es/
Email:
Phone: +34 965 90 36 14
Fax: +34 965 90 38 98
Postal: Campus de San Vicente, 03080 Alicante
Handle: RePEc:edi:dfalies (more details at EDIRC)

Works

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Working papers

  1. M. Angeles Carnero Fernández & M. Hakan Eratalay, 2012. "Estimating VAR-MGARCH models in multiple steps," Working Papers. Serie AD 2012-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Mustafa Hakan Eratalay, 2012. "Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study," EUSP Deparment of Economics Working Paper Series Ec-04/12, European University at St. Petersburg, Department of Economics.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2012-04-17 2012-11-03. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2012-04-17 2012-11-03. Author is listed
  3. NEP-ORE: Operations Research (1) 2012-11-03. Author is listed
  4. NEP-RMG: Risk Management (1) 2012-11-03. Author is listed

Statistics

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Co-authorship network on CollEc

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