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(80%) İktisadi ve İdari Bilimler Fakültesi İstanbul, Turkey
İstanbul Kemerburgaz Üniversitesi (IKBU)
Mahmutbey Dilmenler Cad. No:26 Bagcilar
RePEc:edi:iikemtr (more details at EDIRC)
(20%) Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM) İstanbul, Turkey
: +90 212 227 44 80
+90 212 258 22 83
Ciragan Caddesi No: 36. 34357 Besiktas Istanbul
RePEc:edi:giamgtr (more details at EDIRC)
Research outputJump to: Working papers Articles
- Ceylan, Özcan, 2016. "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," MPRA Paper 71320, University Library of Munich, Germany.
- Ceylan, Ozcan, 2012. "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers 12-4, Galatasaray University Economic Research Center.
- Ceylan, Ozcan, 2010.
"Limited Information-Processing Capacity and Asymmetric Stock Correlations,"
61587, University Library of Munich, Germany.
- Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
- Ozcan Ceylan, 2015.
"Limited information-processing capacity and asymmetric stock correlations,"
Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.
- Ceylan, Ozcan, 2010. "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper 61587, University Library of Munich, Germany.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Ceylan, Ozcan, 2012.
"Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model,"
GIAM Working Papers
12-4, Galatasaray University Economic Research Center.
- Bahmani, Mohammad & Sheikh Ahmadi, Sayed Amir & Sanginabadi, Bahram, 2013. "Return Volatility and Asymmetric News of Computer Industry stocks in Tehran Stock Exchange (TEX)," MPRA Paper 70793, University Library of Munich, Germany, revised 15 Mar 2014.
- Shcherba, Alexandr, 2014. "Comparing «Realized volatility» models in the VaR calculation for the Russian equity market," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 34(2), pages 120-136.
Sorry, no citations of articles recorded.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-ECM: Econometrics (1) 2012-09-22. Author is listed
- NEP-ETS: Econometric Time Series (1) 2012-09-22. Author is listed
- NEP-MST: Market Microstructure (1) 2012-09-22. Author is listed
- NEP-RMG: Risk Management (1) 2016-05-21. Author is listed
- NEP-UPT: Utility Models & Prospect Theory (1) 2016-05-21. Author is listed
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