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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
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Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N. - In: Journal of forecasting 13 (1994) 3, pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
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Business cycles as nonlinear phenomena : characterizing Swiss and German cycles, 1965 - 1988
Danthine, Jean-Pierre; Neftci, Salih N. - 1990
Persistent link: https://www.econbiz.de/10000810411
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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. 191-215
Persistent link: https://www.econbiz.de/10001510057
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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. 717-751
Persistent link: https://www.econbiz.de/10001523755
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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/10001743598
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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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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
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Inflation in Hong Kong, SAR - in search of a transmission mechanism
Genberg, Hans (contributor); Pauwels, Laurent (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715223
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Wage-price dynamics and deflation in Hong Kong
Genberg, Hans (contributor); Pauwels, Laurent L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396331