IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Ozcan Ceylan

This is information that was supplied by Ozcan Ceylan in registering through RePEc. If you are Ozcan Ceylan , 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:Ozcan
Middle Name:
Last Name:Ceylan
RePEc Short-ID:pce138
[This author has chosen not to make the email address public]
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)
in new window
  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.
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

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ozcan Ceylan should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.