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~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"por"
~person:"Bali, Turan G."
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
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Volatilität
Welt
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1954-2000
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ARCH model
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Capital income
1
Interest rate
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Kapitaleinkommen
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Bali, Turan G.
Baillie, Richard
4
Christiansen, Charlotte
4
Frijns, Bart
4
Beltratti, Andrea
3
Conrad, Christian
3
Kapetanios, George
3
Karanasos, Menelaos
3
Laurent, Sébastien
3
Liao, Yin
3
Morana, Claudio
3
Wang, Yudong
3
Wu, Chongfeng
3
Ammann, Manuel
2
Bollerslev, Tim
2
Brandt, Michael W.
2
Cakici, Nusret
2
Caporin, Massimiliano
2
Chen, Yu-Lun
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gospodinov, Nikolaj
2
Hasan, Iftekhar
2
Ho, Kin-Yip
2
Hsieh, Wen-Liang G.
2
Huang, Ho-chuan
2
Indriawan, Ivan
2
Jamali, Ibrahim
2
Jensen, Mark J.
2
Jiang, George J.
2
Jondeau, Eric
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Kim, Chang-jin
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Kim, Dongcheol
2
Kim, Kun Ho
2
Koopman, Siem Jan
2
Lehnert, Thorsten
2
Li, Kai
2
Lucas, André
2
Malliaropulos, Dimitris
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Journal of empirical finance
The journal of futures markets
5
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of banking & finance
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The journal of portfolio management : a publication of Institutional Investor
2
Economics letters
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of development economics
1
Journal of economic dynamics & control
1
The journal of business : B
1
The review of financial studies
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ECONIS (ZBW)
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A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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
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