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Engle, Robert F.
54
Bali, Turan G.
52
Cakici, Nusret
10
Levy, Haim
7
Demirtas, K.Ozgur
6
Rosenberg, Joshua V.
5
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Working paper / National Bureau of Economic Research, Inc
16
The review of financial studies
8
Journal of banking & finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The journal of futures markets
6
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5
Journal of financial economics
5
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4
Journal of monetary economics
4
The review of economics and statistics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
Journal of international money and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of finance : the journal of the American Finance Association
3
Annals of operations research
2
Econometric theory
2
Financial analysts' journal : FAJ
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OLC EcoSci
ECONIS (ZBW)
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10008412394
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2
The risk that risk will change
Engle, Robert F.
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 24-28
Persistent link: https://www.econbiz.de/10009910818
Saved in:
3
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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4
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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5
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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6
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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7
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
Saved in:
8
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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9
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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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/10006029822
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