Details about Ozcan Ceylan
Access statistics for papers by Ozcan Ceylan.
Last updated 2018-03-20. Update your information in the RePEc Author Service.
Short-id: pce138
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Journal Articles
Working Papers
2016
- Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation, Annals of Economics and Finance, Society for AEF (2017)
View citations (3) (2017)
2012
- Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model
GIAM Working Papers, Galatasaray University Economic Research Center
View citations (4)
2010
- Limited Information-Processing Capacity and Asymmetric Stock Correlations
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Limited information-processing capacity and asymmetric stock correlations, Quantitative Finance, Taylor & Francis Journals (2015)
View citations (1) (2015)
Journal Articles
2017
- Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation
Annals of Economics and Finance, 2017, 18, (1), 99-109
View citations (3)
See also Working Paper Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation, MPRA Paper (2016)
(2016)
2015
- Limited information-processing capacity and asymmetric stock correlations
Quantitative Finance, 2015, 15, (6), 1031-1039
View citations (1)
See also Working Paper Limited Information-Processing Capacity and Asymmetric Stock Correlations, MPRA Paper (2010)
(2010)