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subject:"Impact assessment"
~person:"Bali, Turan G."
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Impact assessment
Estimation
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40
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28
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21
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21
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16
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Bali, Turan G.
Caporale, Guglielmo Maria
371
Wagner, Joachim
272
Gil-Alaña, Luis A.
265
Gupta, Rangan
254
Belke, Ansgar
242
Schneider, Friedrich
195
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182
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177
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162
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159
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147
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144
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139
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137
Narayan, Paresh Kumar
135
Riphahn, Regina T.
127
Cheung, Yin-Wong
121
Fitzenberger, Bernd
120
Herwartz, Helmut
118
Bauer, Thomas K.
117
Pierdzioch, Christian
116
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
113
Lechner, Michael
113
Berg, Gerard J. van den
108
Dreger, Christian
108
Van Reenen, John
108
Dreher, Axel
104
Fritsch, Michael
104
Chinn, Menzie David
102
Rycx, François
102
Winter-Ebmer, Rudolf
101
Ours, Jan C. van
100
Chang, Tsangyao
99
Puhani, Patrick A.
97
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95
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95
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95
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31
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
32
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
Saved in:
33
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
Saved in:
34
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
Saved in:
35
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Saved in:
36
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
Saved in:
37
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:
38
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
Saved in:
39
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
Saved in:
40
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
Saved in:
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