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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. 191-216
Persistent link: https://www.econbiz.de/10006698102
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Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146
Persistent link: https://www.econbiz.de/10006824495
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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. 717-752
Persistent link: https://www.econbiz.de/10006836695
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Pricing Eurodollar Futures Options Using the BDT Term Structure Model: The Effect of Yield Curve Smoothing
Bali, Turan G.; Karagozoglu, Ahmet K. - In: The journal of futures markets 20 (2000) 3, pp. 293
Persistent link: https://www.econbiz.de/10006839162
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A comparative study of alternative extreme-value volatility estimators
Bali, Turan G.; Weinbaum, David - In: The journal of futures markets 25 (2005) 9, pp. 873-892
Persistent link: https://www.econbiz.de/10006812464
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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/10006548271
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EQUITY INVESTMENTS - Value at Risk and Expected Stock Returns
Bali, Turan G.; Cakici, Nusret - In: Financial analysts' journal : FAJ 60 (2004) 2, pp. 57-73
Persistent link: https://www.econbiz.de/10006247295
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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/10006029822
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Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds
Bali, Turan G. - In: Journal of banking & finance 27 (2003) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10005887915
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U.S. money demand and the welfare cost of inflation in a currency-deposit model
Bali, Turan G. - In: Journal of economics and business 52 (2000) 3, pp. 233-258
Persistent link: https://www.econbiz.de/10005959786