| Estimating VAR-MGARCH models in multiple steps MA Carnero, MH Eratalay Studies in Nonlinear Dynamics & Econometrics 18 (3), 339-365, 2014 | 35 | 2014 |
| The impact of ESG ratings on the systemic risk of European blue-chip firms MH Eratalay, AP Cortés Ángel Journal of Risk and Financial Management 15 (4), 153, 2022 | 27 | 2022 |
| Predicting stock return and volatility with machine learning and econometric models: A comparative case study of the Baltic stock market A Nõu, D Lapitskaya, MH Eratalay, R Sharma Available at SSRN 3974770, 2021 | 8 | 2021 |
| Do ESG ratings reduce the asymmetry behavior in volatility? H Zarafat, S Liebhardt, MH Eratalay Journal of Risk and Financial Management 15 (8), 320, 2022 | 6 | 2022 |
| Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange? M Hakan Eratalay, EV Vladimirov Economics of Transition and Institutional Change 28 (4), 581-620, 2020 | 6 | 2020 |
| Deep diving into the S&P Europe 350 index network and its reaction to COVID-19 AP Cortés Ángel, MH Eratalay Journal of Computational Social Science 5 (2), 1343-1408, 2022 | 3 | 2022 |
| The Effects of the ECB Communications on Financial Markets before and during COVID-19 Pandemic L Alfieri, MH Eratalay, D Lapitskaya, R Sharma Available at SSRN 4109041, 2022 | 3 | 2022 |
| Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study MH Eratalay International Econometric Review 8 (2), 2016 | 3* | 2016 |
| Predicting stock returns: ARMAX versus machine learning D Lapitskaya, H Eratalay, R Sharma Advances in Econometrics, Operational Research, Data Science and Actuarial …, 2022 | 2 | 2022 |
| Effect of real estate news sentiments on the stock returns of Swedbank and SEB Bank Y Puzanova, MH Eratalay Econometric Research in Finance 6 (2), 77-117, 2021 | 1 | 2021 |
| Financial econometrics and systemic risk MH Eratalay Handbook of Research on Emerging Theories, Models, and Applications of …, 2021 | 1 | 2021 |
| Deep diving into the S&P 350 Europe Index network and its reaction to COVID-19 AP Cortés Ángel, MH Eratalay Deep diving into the S&P 350 Europe Index network and its reaction to COVID …, 2021 | | 2021 |
| Deedp Diving Into The S&P 350 Europe Index Network Ans Its Reaction To Covid-19 AP CortÃ, MH Eratalay University of Tartu-Faculty of Economics and Business Administration Working …, 2021 | | 2021 |
| DEEP DIVING INTO THE S&P 350 EUROPE INDEX NETWORK ANS ITS REACTION TO COVID-19 APC Angel, MH Eratalay Faculty of Economics and Business Administration, University of Tartu (Estonia), 2021 | | 2021 |
| Estimating VAR-MGARCH models in multiple steps MAC Fernández, MH Eratalay Working Papers. Serie AD, 2012 | | 2012 |
| Three essays on multivariate volatility modelling and estimation MH Eratalay Universidad de Alicante, 2012 | | 2012 |
M. Angeles CarneroUniversidad de AlicanteVerified email at ua.es
