Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Eratalay, Mustafa Hakan"'
Autor:
Eratalay, Mustafa Hakan1 hakan.eratalay@ut.ee, Kaasa, Anneli1 anneli.kaasa@ut.ee
Publikováno v:
Economics & Sociology. 2024, Vol. 17 Issue 2, p11-36. 26p.
Autor:
Eratalay, Mustafa Hakan1 hakan.eratalay@ut.ee, Ángel, Ariana Paola Cortés1
Publikováno v:
University of Tartu - Faculty of Economics & Business Administration Working Paper Series. 2022, Issue 139, p1-62. 62p.
Autor:
Cortés Ángel, Ariana Paola ariana.paola.cortes.angel@ut.ee, Eratalay, Mustafa Hakan1
Publikováno v:
University of Tartu - Faculty of Economics & Business Administration Working Paper Series. 2021, Issue 134, p3-69. 67p.
Publikováno v:
GROWINPRO Working Papers Series
The paper aims to estimate the effects of the European Central Bank communications on the sectoral returns of STOXX Europe 600 from 2013 to 2021. Previous literature has investigated the effects of communications of central banks and checked their ef
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1d2db49e44ffa24c10403e1203f28c9
https://doi.org/10.2139/ssrn.4109041
https://doi.org/10.2139/ssrn.4109041
Publikováno v:
Journal of Computational Social Science; Nov2022, Vol. 5 Issue 2, p1343-1408, 66p
In this paper, we analyse the dynamic partial correlation network of the constituent stocks of S&P Europe 350. We focus on global parameters such as radius, which is rarely used in financial networks literature, and also the diameter and distance par
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1018::fef28bc3a65f81cfee3d999a4d50c8b2
http://hdl.handle.net/10062/76615
http://hdl.handle.net/10062/76615
Publikováno v:
SSRN Electronic Journal.
For stock market predictions, the essence of the problem is usually predicting the magnitude and direction of the stock price movement as accurately as possible. There are different approaches (e.g., econometrics and machine learning) for predicting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c49c0cc7bf19c7ba6f9bda76f63d8bd
https://doi.org/10.2139/ssrn.3974770
https://doi.org/10.2139/ssrn.3974770
Publikováno v:
Journal of Risk & Financial Management; Aug2022, Vol. 15 Issue 8, p320-320, 32p
Publikováno v:
Econometric Research in Finance; December 2021, Vol. 6 Issue: 2 p77-117, 41p