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isPartOf:"The journal of fixed income"
~isPartOf:"The journal of business : B"
~person:"Bali, Turan G."
~type_genre:"Aufsatz in Zeitschrift"
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The journal of fixed income
The journal of business : B
The journal of futures markets
2
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ECONIS (ZBW)
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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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2
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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