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Volatility
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Balaban, Ercan
11
Lu, Shan
3
Bayar, Asli
2
Bayar, Aslı
2
Kan, Özgür Berk
2
Constantinou, Charalambos Th.
1
Faff, Robert W.
1
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ECONIS (ZBW)
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1
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan
-
1999
Persistent link: https://www.econbiz.de/10001399838
Saved in:
2
The Turkish stock market : the term structure of volatility and the month of the year effects
Balaban, Ercan
-
1996
Persistent link: https://www.econbiz.de/10000960691
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3
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
Saved in:
4
Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Balaban, Ercan
;
Bayar, Aslı
;
Kan, Özgür Berk
- In:
Yapı Kredı economic review : quarterly publ. of …
10
(
1999
)
2
,
pp. 3-29
Persistent link: https://www.econbiz.de/10001505110
Saved in:
5
Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Balaban, Ercan
;
Bayar, Aslı
;
Kan, Özgür Berk
-
1999
Persistent link: https://www.econbiz.de/10001399859
Saved in:
6
Stock returns and volatility : empirical evidence from fourteen countries
Balaban, Ercan
;
Bayar, Asli
- In:
Applied economics letters
12
(
2005
)
10
,
pp. 603-612
Persistent link: https://www.econbiz.de/10003066766
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7
Color of Noise : Comparative Analysis of Sub-Periodic Variation in Empirical Hurst Exponent Across Foreign Currency Changes and Their Pairwise Differences
Balaban, Ercan
-
2019
Persistent link: https://www.econbiz.de/10012897688
Saved in:
8
Volatility clustering and event-induced volatility : evidence from UK mergers and acquisitions
Balaban, Ercan
;
Constantinou, Charalambos Th.
- In:
The European journal of finance
12
(
2006
)
5
,
pp. 449-453
Persistent link: https://www.econbiz.de/10003382809
Saved in:
9
Forecasting stock market volatility : further international evidence
Balaban, Ercan
;
Bayar, Asli
;
Faff, Robert W.
- In:
The European journal of finance
12
(
2006
)
2
,
pp. 171-188
Persistent link: https://www.econbiz.de/10003305479
Saved in:
10
Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan
;
Lu, Shan
- In:
Economics letters
141
(
2016
),
pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
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