Mustafa Hakan Eratalay : Citation Profile

Are you Mustafa Hakan Eratalay?

Tartu Ülikool

2

H index

1

i10 index

21

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

2

Chapters

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 2
   Journals where Mustafa Hakan Eratalay has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 6 (22.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/per140
   Updated: 2024-01-16    RAS profile: 2022-04-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mustafa Hakan Eratalay.

Is cited by:

Hotta, Luiz (3)

Ruiz, Esther (3)

Rossini, Luca (2)

Esposti, Roberto (2)

Carnero, M. Angeles (1)

Hautsch, Nikolaus (1)

Cites to:

Engle, Robert (17)

Bollerslev, Tim (9)

Laurent, Sébastien (9)

Bauwens, Luc (9)

Shephard, Neil (8)

Asai, Manabu (7)

Sheppard, Kevin (6)

Yu, Jun (6)

Diebold, Francis (6)

Carnero, M. Angeles (5)

Harvey, Andrew (5)

Main data

Where Mustafa Hakan Eratalay has published?

Working Papers Series with more than one paper published# docs
University of Tartu - Faculty of Economics and Business Administration Working Paper Series / Faculty of Economics and Business Administration, University of Tartu (Estonia)5
EUSP Department of Economics Working Paper Series / European University at St. Petersburg, Department of Economics2

Recent works citing Mustafa Hakan Eratalay (2024 and 2023)

YearTitle of citing document
2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

Full description at Econpapers || Download paper

2023A Systematic Literature Review on ESG during the COVID-19 Pandemic. (2023). Ventimiglia, Francesca ; Dandrassi, Edoardo ; Savio, Riccardo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2020-:d:1042796.

Full description at Econpapers || Download paper

2023Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States. (2023). Paterlini, Sandra ; Bonaccolto, Giovanni ; Bax, Karoline. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1406-1420.

Full description at Econpapers || Download paper

Works by Mustafa Hakan Eratalay:

YearTitleTypeCited
2016Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study In: International Econometric Review (IER).
[Full Text][Citation analysis]		article1
2012Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study.(2012) In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange? In: EUSP Department of Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2018MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE?.(2018) In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?.(2020) In: Economics of Transition and Institutional Change.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms In: JRFM.
[Full Text][Citation analysis]		article4
2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS.(2022) In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012Estimating VAR-MGARCH models in multiple steps In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper14
2020EFFECT OF REAL ESTATE NEWS SENTIMENT ON THE STOCK RETURNS OF SWEDBANK AND SEB BANK In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
[Full Text][Citation analysis]		paper0
2021DEEDP DIVING INTO THE S&P 350 EUROPE INDEX NETWORK ANS ITS REACTION TO COVID-19 In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
[Full Text][Citation analysis]		paper0
2021PREDICTING STOCK RETURN AND VOLATILITY WITH MACHINE LEARNING AND ECONOMETRIC MODELS: A COMPARATIVE CASE STUDY OF THE BALTIC STOCK MARKET In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Predicting Stock Returns: ARMAX versus Machine Learning In: Contributions to Economics.
[Citation analysis]		chapter1
2021Financial Econometrics and Systemic Risk In: Springer Books.
[Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team