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Time-varying volatility asymmetry : a conditioned HAR-RV (CJ) EGARCH-M model
Ceylan, Özcan - In: Journal of risk 17 (2014/15) 2, pp. 21-49
Persistent link: https://www.econbiz.de/10010476249
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Global risk aversion spillover dynamics and investors' attention allocation
Ceylan, Özcan - In: Annals of economics and finance 18 (2017) 1, pp. 99-109
Persistent link: https://www.econbiz.de/10012109974
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Time-varying risk aversion and its macroeconomic and financial determinants : a comparative analysis in the U.S. and French financial markets
Ceylan, Özcan - In: Finance research letters 41 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013335968