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~person:"Bali, Turan G."
~subject:"Inflation"
~subject:"Volatility"
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Bali, Turan G.
Edwards, Sebastian
13
Virén, Matti E. E.
12
Caporale, Guglielmo Maria
11
Gillman, Max
10
Makin, John H.
10
McCallum, Bennett T.
10
Zanna, Luis-Felipe
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Airaudo, Marco
9
Gerlach, Stefan
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Hsing, Yu
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Jareño, Francisco
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Svensson, Lars E. O.
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Belke, Ansgar
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Berument, Hakan
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Friedman, Benjamin M.
8
Perotti, Roberto
8
Suardi, Sandy
8
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7
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7
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7
Fuerst, Timothy S.
7
Gros, Daniel
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Gupta, Rangan
7
Mishkin, Frederic S.
7
Paustian, Matthias
7
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7
Schmidt, Wolfgang M.
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Tanzi, Vito
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Davis, Steven J.
6
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6
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The journal of futures markets
2
Economics letters
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
2
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
Saved in:
3
Disturbing extremal behavior of spot rate dynamics
Bali, Turan G.
;
Neftci, Salih N.
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10001782291
Saved in:
4
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
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5
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:
6
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:
7
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
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