Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Disturbing extremal behavior o...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Capital income
111
Kapitaleinkommen
111
Theorie
92
Theory
91
Börsenkurs
65
Share price
65
CAPM
55
Risk
53
Risiko
52
Estimation
50
Portfolio selection
50
Portfolio-Management
50
Schätzung
50
United States
48
Volatility
45
Volatilität
45
Capital market returns
34
Kapitalmarktrendite
34
Aktienmarkt
32
Stock market
32
Risikoprämie
26
Risk premium
25
Hedging
24
Hedge fund
21
Hedgefonds
21
Welt
19
World
19
Forecasting model
17
Prognoseverfahren
17
Derivat
15
Derivative
15
Anlageverhalten
14
Behavioural finance
14
Corporate bond
14
Option pricing theory
14
Optionspreistheorie
14
Risikomaß
14
Risk measure
14
Unternehmensanleihe
14
more ...
less ...
Online availability
All
Free
5
Undetermined
4
Type of publication
All
Article
40
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Forschungsbericht
1
more ...
less ...
Language
All
English
48
Author
All
Bali, Turan G.
38
Neftci, Salih N.
13
Cakici, Nusret
10
Whitelaw, Robert F.
4
Ang, Andrew
2
Demirtas, K. Ozgur
2
Karagozoglu, Ahmet K.
2
McNelis, Paul D.
2
Mocan, Naci
2
Peng, Lin
2
Tang, Yi
2
An, Byeong-Je
1
An, Byeong-je
1
Beckmeyer, Heiner
1
Chabi-Yo, Fousseni
1
Del Viva, Luca
1
Dunn, Robert M.
1
Edwards, Franklin R.
1
Engle, Robert F.
1
Fabozzi, Frank J.
1
Genberg, Hans
1
Gokcan, Suleyman
1
Guo, Feng
1
Harrison, Michael J.
1
Huang, Ying
1
Hume, Susan R.
1
Lambertides, Neophytos
1
Levy, Haim
1
Liang, Bing
1
Martell, Terrence F.
1
Murray, Scott
1
Mörke, Mathis
1
Policano, Andrew J.
1
Shen, Yannan
1
Siokis, Fotios
1
Theodossiou, Panayiotis
1
Trigeorgis, Lenos
1
Weigert, Florian
1
Weinbaum, David
1
Yan, Xuemin Sterling
1
more ...
less ...
Institution
All
NPA Committee on Changing International Realities
1
Published in...
All
The journal of futures markets
8
Working paper / National Bureau of Economic Research, Inc.
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Economics letters
2
Journal of economics & business
2
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The review of financial studies
2
Applied economics letters
1
CIR Report, NPA Committee on Changing International Realities
1
Finance and economics discussion series
1
Financial management
1
Fisher College of Business working paper series
1
HKIMR Working Paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NPA Report, National Planning Association
1
Review of asset pricing studies
1
Spudai / University of Piraeus : journal of economics and business
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
3
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/10001713588
Saved in:
4
Naive trading rules in financial markets and Wiener-Kolmogorov prediction theory : a study of "technical analysis"
Neftci, Salih N.
- In:
The journal of business : B
64
(
1991
)
4
,
pp. 549-571
Persistent link: https://www.econbiz.de/10001115133
Saved in:
5
Statistical analysis of shapes in macroeconomic time series : is there a business cycle?
Neftci, Salih N.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 215-224
Persistent link: https://www.econbiz.de/10001142124
Saved in:
6
Extreme price movements and margin levels in futures markets
Edwards, Franklin R.
- In:
The journal of futures markets
8
(
1988
)
6
,
pp. 639-655
Persistent link: https://www.econbiz.de/10001134534
Saved in:
7
Properties and stochastic nature of BEA's early estimates of GNP
Neftci, Salih N.
- In:
Journal of economics & business
43
(
1991
)
3
,
pp. 231-239
Persistent link: https://www.econbiz.de/10001108491
Saved in:
8
Can chartists outperform the market? : market efficiency tests for "technical analysis"
Neftci, Salih N.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 465-478
Persistent link: https://www.econbiz.de/10001082399
Saved in:
9
A diagnostic check for model specification : an application to the yen-dollar exchange rate
Neftci, Salih N.
- In:
Economics letters
33
(
1990
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10001088734
Saved in:
10
An empirical investigation on the liquidity effects of monetary policy shocks on exchange rates
Siokis, Fotios
;
Neftci, Salih N.
- In:
Spudai / University of Piraeus : journal of economics …
50
(
2000
)
3/4
,
pp. 73-105
Persistent link: https://www.econbiz.de/10001581307
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
