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Bali, Turan G.
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The journal of futures markets
NYU Working Paper
46
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Paper
35
NBER working paper series
33
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Papers
28
Georgetown McDonough School of Business Research Paper
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of econometrics
18
The review of financial studies
18
Journal of banking & finance
17
Journal of financial economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Working paper / National Bureau of Economic Research, Inc
16
Journal of financial and quantitative analysis : JFQA
14
Journal of Econometrics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Working Paper
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of monetary economics
9
The review of economics and statistics
8
Journal of Banking & Finance
7
Journal of Financial Econometrics
7
Journal of international money and finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
Working paper series / University of Zurich, Department of Economics
7
Journal of Financial Economics
6
Journal of Futures Markets
6
Journal of empirical finance
6
The journal of portfolio management : a publication of Institutional Investor
6
ECB Working Paper
5
Econometrics Working Papers Archive
5
Journal of Financial and Quantitative Analysis
5
Journal of applied econometrics
5
Review of Financial Studies
5
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Handbooks in economics
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Journal of Business & Economic Statistics
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1
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
2
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:
3
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
4
A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.
;
Hume, Susan R.
;
Martell, Terrence F.
- In:
The journal of futures markets
27
(
2007
)
11
,
pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
Saved in:
5
A comparative study of alternative extreme-value volatility estimators
Bali, Turan G.
;
Weinbaum, David
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 873-892
Persistent link: https://www.econbiz.de/10003106015
Saved in:
6
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:
7
Pricing eurodollar futures options using the BDT term structure model : the effect of yield curve smoothing
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 293-306
Persistent link: https://www.econbiz.de/10001485244
Saved in:
8
A comparative study of alternative extreme-value volatility estimators
Bali, Turan G.
;
Weinbaum, David
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 873-892
Persistent link: https://www.econbiz.de/10006812464
Saved in:
9
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. 717-752
Persistent link: https://www.econbiz.de/10006836695
Saved in:
10
Pricing Eurodollar Futures Options Using the BDT Term Structure Model: The Effect of Yield Curve Smoothing
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 293
Persistent link: https://www.econbiz.de/10006839162
Saved in:
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