Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar, Bekiros, Stelios, McColl, John, Lee, Duncan
Published in Empirical economics (01.08.2021)
Published in Empirical economics (01.08.2021)
Get full text
Journal Article
Analyzing the market performance of Romanian firms: do the COVID-19 crisis and classification type matter?
Nuta, Alina Cristina, Habib, Ahmed Mohamed, Neslihanoglu, Serdar, Dalwai, Tamanna, Rangu, Calin Mihai
Published in International journal of emerging markets (15.01.2024)
Published in International journal of emerging markets (15.01.2024)
Get full text
Journal Article
Beta Risklerinin Modellenmesi ve Tahmini: Türkiye'deki Döviz Portföyü Örnegi/Modeling and Forecasting of Beta Risks: The Case of Foreign Currency Portfolio in Turkey
NeslIhanoglu, Serdar, Paker, Merve
Published in Cankiri Karatekin Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi (22.09.2021)
Published in Cankiri Karatekin Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi (22.09.2021)
Get full text
Journal Article
Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets
Neslihanoglu, Serdar, Sogiakas, Vasilios, McColl, John H., Lee, Duncan
Published in Journal of forecasting (01.12.2017)
Published in Journal of forecasting (01.12.2017)
Get full text
Journal Article