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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/10007173956
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Disturbing extremal behavior of spot rate dynamics
Bali, Turan G.; Neftci, Salih N. - In: Journal of empirical finance 10 (2003) 4, pp. 455-478
Persistent link: https://www.econbiz.de/10007232877
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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/10006824495
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Domestic currency emerging market bonds pricing and risk management aspects
Neftci, Salih N. - In: Revista de análisis económico 15 (2000) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10009943870
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An Introduction to the Mathematics of Financial Derivatives
Neftci, Salih N.; Toft, Klaus Bjerre - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 420-422
Persistent link: https://www.econbiz.de/10007360501
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Value at Risk Calculations, Extreme Events, and Tail Estimation
Neftci, Salih N. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 23-38
Persistent link: https://www.econbiz.de/10005960433
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An introduction to the mathematics of financial derivatives
Neftci, Salih N.; Jorion, Philippe - In: Journal of economic literature 36 (1998) 1, pp. 255
Persistent link: https://www.econbiz.de/10006848703
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Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?
Neftci, Salih N. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 215-224
Persistent link: https://www.econbiz.de/10008224921
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Swap curve dynamics across markets: Case of US dollar versus HK dollar
Huang, Ying; Neftci, Salih N.; Guo, Feng - In: Journal of international financial markets, … 18 (2008) 1, pp. 79-93
Persistent link: https://www.econbiz.de/10007893947
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Why financial markets do not use econometric forecasting : foreign exchange exotics, central banks and position taking
Neftci, Salih N. - In: Papers in money, macroeconomics and finance : … 75 (2007), pp. 1-20
Persistent link: https://www.econbiz.de/10009938383