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~person:"Bali, Turan G."
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatilität"
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Aufsatz in Zeitschrift
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Bali, Turan G.
Gupta, Rangan
38
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
14
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14
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12
Hammoudeh, Shawkat
12
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11
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10
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10
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9
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9
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9
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9
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8
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8
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8
Salisu, Afees A.
8
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8
Adrangi, Bahram
7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
Xuan Vinh Vo
7
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6
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6
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6
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The journal of futures markets
4
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2
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2
The journal of fixed income
2
Economics letters
1
Journal of applied econometrics
1
Journal of economic dynamics & control
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
16
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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
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
3
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
4
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:
5
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:
6
Is there a risk-return trade-off? : evidence from high-frequency data
Bali, Turan G.
;
Peng, Lin
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1169-1198
Persistent link: https://www.econbiz.de/10003406262
Saved in:
7
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
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
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:
10
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:
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