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subject:"United States"
type_genre:"Article in journal"
~person:"Bali, Turan G."
~type_genre:"Sammelwerk"
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United States
Estimation
23
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23
Capital income
16
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16
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10
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10
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9
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Bali, Turan G.
Gupta, Rangan
55
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
25
Wohar, Mark E.
21
Heckman, James J.
14
Apergēs, Nikolaos
13
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Cebula, Richard J.
12
Neumark, David
12
Bollerslev, Tim
11
Chang, Tsangyao
11
Sarno, Lucio
11
Serletis, Apostolos
11
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Miller, Stephen M.
10
Basu, Susanto
9
Belke, Ansgar
9
Cheung, Yin-Wong
9
Engle, Robert F.
9
Gruber, Jonathan
9
Hess, Gregory D.
9
Moretti, Enrico
9
Salisu, Afees A.
9
Stock, James H.
9
Tiwari, Aviral Kumar
9
Attanasio, Orazio P.
8
Blundell, Richard W.
8
Chavas, Jean-Paul
8
Diebold, Francis X.
8
Haltiwanger, John C.
8
Hegerty, Scott W.
8
Klenow, Peter J.
8
Koopman, Siem Jan
8
Lanne, Markku
8
Lubik, Thomas A.
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Economics letters
1
Financial management
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
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The journal of futures markets
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ECONIS (ZBW)
9
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
9
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
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