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subject:"Volatilität"
~person:"Bali, Turan G."
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
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Bali, Turan G.
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Caporale, Guglielmo Maria
37
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Xuan Vinh Vo
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18
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Mensi, Walid
16
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Asai, Manabu
15
Belke, Ansgar
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14
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ECONIS (ZBW)
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1
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
2
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
3
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
4
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
5
Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
Saved in:
6
A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
Saved in:
7
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
8
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Saved in:
9
An extreme value approach to estimating volatility and value at risk
Bali, Turan G.
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001743598
Saved in:
10
Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.
;
Neftci, Salih N.
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
Saved in:
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