Ercan Balaban

University of Aberdeen

Associate Professor of Finance

Dunbar Street

Aberdeen, Scotland AB24 3QY

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 20,069

SSRN RANKINGS

Top 20,069

in Total Papers Downloads

2,635

SSRN CITATIONS
Rank 45,688

SSRN RANKINGS

Top 45,688

in Total Papers Citations

3

CROSSREF CITATIONS

10

Scholarly Papers (5)

1.

Forecasting Stock Market Volatility: Evidence from Fourteen Countries

Number of pages: 29 Posted: 03 Dec 2002
Ercan Balaban, Asli Bayar and Robert W. Faff
University of Aberdeen, Cankaya University - Department of Management and University of Queensland
Downloads 1,648 (11,218)
Citation 11

Abstract:

Loading...

2.

Forecasting Exchange Rate Volatility

Number of pages: 14 Posted: 28 Jan 2004
Ercan Balaban
University of Aberdeen
Downloads 515 (58,928)

Abstract:

Loading...

Heteroscedasticity, Symmetric/asymmetric volatility clustering, Forecasting, Exchange rates, Forecast evaluation

3.

Comparative Forecasting Performance of Symmetric and Asymmetric Conditional Volatility Models of an Exchange Rate

University of Edinburgh Center for Financial Markets Research Working Paper No. 02.06
Number of pages: 14 Posted: 04 Dec 2002
Ercan Balaban
University of Aberdeen
Downloads 433 (72,906)
Citation 1

Abstract:

Loading...

Volatility clustering, symmetric and asymmetric volatility, forecasting, exchange rates, forecast evaluation

4.

Forecasting the Term Structure of Volatility of Crude Oil Price Changes

Economics Letters, Vol. 141, April 2016
Number of pages: 3 Posted: 24 Feb 2017 Last Revised: 26 Feb 2017
Ercan Balaban and Shan Lu
University of Aberdeen and affiliation not provided to SSRN
Downloads 39 (465,408)

Abstract:

Loading...

Volatility term structure; Square-root-of-time rule; Forecasting; Forecast evaluation; Oil prices

Abstract:

Loading...

Econophysics and phynance, Scaling laws, Hurst exponent, Risk scaling, Realized volatility term structure, Fractal market hypothesis