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Ozcan Ceylan

Personal Details

First Name:Ozcan
Middle Name:
Last Name:Ceylan
RePEc Short-ID:pce138
[This author has chosen not to make the email address public]


(80%) İktisadi ve İdari Bilimler Fakültesi
İstanbul Kemerburgaz Üniversitesi (IKBU)

İstanbul, Turkey

: +902126040100
Mahmutbey Dilmenler Cad. No:26 Bagcilar
RePEc:edi:iikemtr (more details at EDIRC)

(20%) Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM)
Galatasaray Üniversitesi

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 output

Jump to: Working papers Articles

Working papers

  1. Ceylan, Özcan, 2016. "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," MPRA Paper 71320, University Library of Munich, Germany.
  2. 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.
  3. Ceylan, Ozcan, 2010. "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper 61587, University Library of Munich, Germany.


  1. Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.


Many 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.

Working papers

  1. 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.

    Cited by:

    1. 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.
    2. 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 information

Research fields, statistics, top rankings, if available.


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NEP Fields

NEP 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.
  1. NEP-ECM: Econometrics (1) 2012-09-22. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2012-09-22. Author is listed
  3. NEP-MST: Market Microstructure (1) 2012-09-22. Author is listed
  4. NEP-RMG: Risk Management (1) 2016-05-21. Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2016-05-21. Author is listed


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