{"id":"https://openalex.org/W2466242592","doi":null,"title":"Identification through heteroscedasticity within the network connectedness framework: The \\\\Systemic Five\" stock markets","display_name":"Identification through heteroscedasticity within the network connectedness framework: The \\\\Systemic Five\" stock markets","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2466242592","mag":"2466242592"},"language":"en","primary_location":{"id":"pmh:oai:11411:11411/726","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/11411/726","pdf_url":null,"source":{"id":"https://openalex.org/S7407064120","display_name":"\u0130stanbul Bilgi University Open Access Repository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I118036225","host_organization_name":"Istanbul Bilgi University","host_organization_lineage":["https://openalex.org/I118036225"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Thesis"},"volume":null,"type":"dissertation","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080470992","display_name":"Erhan Uluceviz","orcid":"https://orcid.org/0000-0002-4496-8756","observed_orcids":["https://orcid.org/0000-0002-4496-8756"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Uluceviz, Erhan","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5080470992"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7997999787330627,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7997999787330627,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.07460000365972519,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.030300000682473183,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"heteroscedasticity","score":0.7870000004768372},{"id":"https://openalex.org/keywords/network-connectivity","display_name":"network connectivity","score":0.9160000085830688},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.5730000138282776},{"id":"https://openalex.org/keywords/systemic-risk","display_name":"systemic risk","score":0.6039999723434448},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.765999972820282},{"id":"https://openalex.org/keywords/financial-contagion","display_name":"financial contagion","score":0.6129999756813049}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.7375869750976562},{"id":"https://openalex.org/C201943243","wikidata":"https://www.wikidata.org/wiki/Q7551008","display_name":"Social connectedness","level":2,"score":0.7057620286941528},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6129123568534851},{"id":"https://openalex.org/C144587487","wikidata":"https://www.wikidata.org/wiki/Q1369234","display_name":"Systemic risk","level":3,"score":0.554065465927124},{"id":"https://openalex.org/C116834253","wikidata":"https://www.wikidata.org/wiki/Q2039217","display_name":"Identification (biology)","level":2,"score":0.5407168865203857},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.43969377875328064},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.38903164863586426},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3746090531349182},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3535609245300293},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.2462792694568634},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.15730589628219604},{"id":"https://openalex.org/C77805123","wikidata":"https://www.wikidata.org/wiki/Q161272","display_name":"Social psychology","level":1,"score":0.09648162126541138},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0542486310005188},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0541820228099823},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.0},{"id":"https://openalex.org/C59822182","wikidata":"https://www.wikidata.org/wiki/Q441","display_name":"Botany","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:11411:11411/726","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/11411/726","pdf_url":null,"source":{"id":"https://openalex.org/S7407064120","display_name":"\u0130stanbul Bilgi University Open Access Repository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I118036225","host_organization_name":"Istanbul Bilgi University","host_organization_lineage":["https://openalex.org/I118036225"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Thesis"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3158147624","https://openalex.org/W2404078812","https://openalex.org/W6922726702","https://openalex.org/W3120646684","https://openalex.org/W2623525572","https://openalex.org/W3005702528","https://openalex.org/W2338191050","https://openalex.org/W2363350885","https://openalex.org/W3120443495","https://openalex.org/W7165124993"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-09-02T07:38:04.252551","created_date":"2025-10-10T00:00:00"}