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Mustafa Hakan Eratalay

Personal Details

First Name:Mustafa
Middle Name:Hakan
Last Name:Eratalay
Suffix:
RePEc Short-ID:per140
http://sites.google.com/site/hakaneratalay/
Terminal Degree:2012 Departamento de Fundamentos del Análisis Económico; Facultad de Ciencias Económicas y Empresariales; Universidad de Alicante (from RePEc Genealogy)

Affiliation

Majandusteaduskond
Tartu Ülikool

Tartu, Estonia
http://www.mtk.ut.ee/

: (+372 7) 376 310
(+372 7) 376 312
Narva mnt 4, 51009 Tartu
RePEc:edi:febutee (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. M. Hakan Eratalay & Evgenii Vladimirov, 2017. "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series 2017/01, European University at St. Petersburg, Department of Economics.
  2. Mustafa Hakan Eratalay, 2012. "Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study," EUSP Department of Economics Working Paper Series Ec-04/12, European University at St. Petersburg, Department of Economics.
  3. 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).

Articles

  1. M. Hakan Eratalay, 2016. "Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study," International Econometric Review (IER), Econometric Research Association, vol. 8(2), pages 19-52, September.

Citations

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. 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).

    Cited by:

    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. de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018. "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, vol. 34(1), pages 45-63.
    3. Bodnar, Taras & Hautsch, Nikolaus, 2016. "Dynamic conditional correlation multiplicative error processes," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 41-67.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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 (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
  5. NEP-TRA: Transition Economics (1) 2017-07-30. Author is listed

Corrections

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