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~person:"Bali, Turan G."
~subject:"Optionspreistheorie"
~subject:"Public expenditure"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
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Optionspreistheorie
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Bali, Turan G.
Gupta, Rangan
45
Bahmani-Oskooee, Mohsen
36
Afonso, António
21
Apergēs, Nikolaos
18
Payne, James E.
17
Turnovsky, Stephen J.
16
Bollerslev, Tim
15
Hammoudeh, Shawkat
15
Hegerty, Scott W.
15
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14
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13
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13
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13
Haan, Jakob de
13
Jones, Philip R.
13
Andersen, Torben
12
Anwar, Sajid
12
Bouri, Elie
12
Fleming, Jeff
12
Kandil, Magda
12
Salisu, Afees A.
12
Furceri, Davide
11
Kang, Sang Hoon
11
Müller, Gernot J.
11
Perotti, Roberto
11
Wohar, Mark E.
11
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10
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10
Jalles, João Tovar
10
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10
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10
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10
Malik, Farooq
10
Marlow, Michael L.
10
Mollick, André Varella
10
Pierdzioch, Christian
10
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10
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10
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The journal of futures markets
5
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2
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2
The journal of fixed income
2
Economics letters
1
Journal of applied econometrics
1
Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
17
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1
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:
2
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
3
Is there a risk-return trade-off? : evidence from high-frequency data
Bali, Turan G.
;
Peng, Lin
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1169-1198
Persistent link: https://www.econbiz.de/10003406262
Saved in:
4
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
5
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
6
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:
7
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Saved in:
8
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:
9
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:
10
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:
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