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Kapitaleinkommen
Capital income
104
Theorie
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Theory
93
Börsenkurs
68
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68
Risk
55
Risiko
54
USA
52
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Bali, Turan G.
104
Demirtas, K. Ozgur
21
Tang, Yi
20
Brown, Stephen J.
18
Cakici, Nusret
15
Atilgan, Yigit
10
Wen, Quan
9
Murray, Scott
8
Bai, Jennie
7
Caglayan, Mustafa Onur
7
Peng, Lin
6
Zhou, Hao
6
Brown, Stephen
5
Engle, Robert F.
5
Gunaydin, A. Doruk
5
Shen, Yannan
5
Levy, Haim
4
Caglayan, Mustafa O.
3
Chabi-Yo, Fousseni
3
Whitelaw, Robert F.
3
Almeida, Caio
2
Ardison, Kym
2
Fabozzi, Frank J.
2
Garcia, René
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Hu, Jianfeng
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1
Arısoy, Yakup Eser
1
Bae, Joon Woo
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Georgetown McDonough School of Business Research Paper
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8
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5
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5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Koç University - TÜSİAD Economic Research Forum working paper series
3
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ECONIS (ZBW)
104
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1
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:
2
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
3
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:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
5
Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Tehranian, Hassan
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
Saved in:
6
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:
7
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003823652
Saved in:
8
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
9
Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 883-909
Persistent link: https://www.econbiz.de/10003901202
Saved in:
10
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
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