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~person:"Bali, Turan G."
~subject:"Public expenditure"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
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Bali, Turan G.
Gupta, Rangan
57
Bahmani-Oskooee, Mohsen
38
Heckman, James J.
27
Afonso, António
23
Apergēs, Nikolaos
23
Payne, James E.
23
Gil-Alaña, Luis A.
22
Serletis, Apostolos
22
Chavas, Jean-Paul
21
Wohar, Mark E.
21
Bollerslev, Tim
20
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Wu, Chunchi
19
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18
Caporale, Guglielmo Maria
18
Christiano, Lawrence J.
18
Diebold, Francis X.
18
Glaeser, Edward L.
18
Hall, Robert Ernest
18
Hammoudeh, Shawkat
18
Kandil, Magda
18
Turnovsky, Stephen J.
18
Cebula, Richard J.
17
Eichenbaum, Martin S.
17
Engle, Robert F.
17
MacDonald, Ronald
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17
Stock, James H.
17
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16
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16
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16
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16
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16
Chatrath, Arjun
15
Ferson, Wayne E.
15
Hegerty, Scott W.
15
Holcombe, Randall G.
15
Jones, Philip R.
15
Kim, Chang-jin
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The journal of futures markets
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2
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ECONIS (ZBW)
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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
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
5
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:
6
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Review of asset pricing studies
4
(
2014
)
2
,
pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
Saved in:
7
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:
8
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:
9
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:
10
Modeling the stochastic behavior of short-term interest rates : pricing implications for discount bonds
Bali, Turan G.
- In:
Journal of banking & finance
27
(
2003
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10001721795
Saved in:
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