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Risikomaß
Capital income
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Bali, Turan G.
15
Demirtas, K. Ozgur
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Gokcan, Suleyman
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Levy, Haim
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Neftci, Salih N.
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Allen, Linda
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Journal of banking & finance
3
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1
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1
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1
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Stock Market Volatility, pp. 313-322, March 2009
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ECONIS (ZBW)
16
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1
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:
2
Value at risk calculations, extreme events, and tail estimation
Neftci, Salih N.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10001497755
Saved in:
3
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:
4
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:
5
Risk measurement performance of alternative distribution functions
Bali, Turan G.
;
Theodossiou, Panayiotis
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
2
,
pp. 411-437
Persistent link: https://www.econbiz.de/10003713595
Saved in:
6
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.
;
Mo, Hengyong
;
Tang, Yi
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Saved in:
7
Alternative approaches to estimating VAR for hedge fund portfolios
Bali, Turan G.
;
Gokcan, Suleyman
- In:
Intelligent hedge fund investing
,
(pp. 253-277)
.
2004
Persistent link: https://www.econbiz.de/10003286901
Saved in:
8
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:
9
Value at risk and the cross-section of hedge fund returns
Bali, Turan G.
;
Gokcan, Suleyman
;
Liang, Bing
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
Saved in:
10
Cyclicality in catastrophic and operational risk measurements
Allen, Linda
;
Bali, Turan G.
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1191-1235
Persistent link: https://www.econbiz.de/10003459180
Saved in:
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