Cem Cakmakli

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 41,050

SSRN RANKINGS

Top 41,050

in Total Papers Downloads

1,024

CITATIONS
Rank 44,587

SSRN RANKINGS

Top 44,587

in Total Papers Citations

10

Scholarly Papers (2)

1.

Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility

Tinbergen Institute Discussion Paper 2010-115/4
Number of pages: 63 Posted: 25 Nov 2010
Cem Cakmakli and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 901 (25,060)
Citation 6

Abstract:

Loading...

return predictability, model uncertainty, dynamic factor models, variable selection

2.

Modeling and Estimation of Synchronization in Multistate Markov-Switching Models

Number of pages: 43 Posted: 09 Jan 2011 Last Revised: 16 Jan 2011
Cem Cakmakli, Richard Paap and Dick J. C. van Dijk
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 123 (227,615)
Citation 10

Abstract:

Loading...

imperfect synchronization, phase shifts, regime-switching models, Bayesian analysis