Narrow search
Showing 1 - 10 of 48
Cover Image
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
Cover Image
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
Cover Image
The generalized extreme value distribution
Bali, Turan G. - In: Economics letters 79 (2003) 3, pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Empirical estimates of inflation tax Laffer surfaces : a 30-country study
Bali, Turan G.; Thurston, Thom B. - In: Journal of development economics 63 (2000) 2, pp. 529-546
Persistent link: https://www.econbiz.de/10001529963
Cover Image
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
Cover Image
Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.; Cakici, Nusret - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
Cover Image
Inferring aggregate market expectations from the cross section of stock prices
Bali, Turan G.; Nichols, D. Craig; Weinbaum, David - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 3, pp. 1064-1099
Persistent link: https://www.econbiz.de/10015055400