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USA
Capital income
135
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Bali, Turan G.
38
Brown, Stephen J.
15
Goetzmann, William N.
13
Cakici, Nusret
10
Hiraki, Takato
4
Watanabe, Masahiro
4
Whitelaw, Robert F.
4
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3
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3
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2
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Mocan, Naci
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An, Byeong-je
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ECONIS (ZBW)
53
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1
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:
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
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:
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
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5
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
Saved in:
6
US money demand and the welfare cost of inflation in a currency-deposit model
Bali, Turan G.
- In:
Journal of economics & business
52
(
2000
)
3
,
pp. 233-258
Persistent link: https://www.econbiz.de/10001496465
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7
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
8
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
9
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Saved in:
10
Offshore hedge funds : survival and performance 1989 - 1995
Brown, Stephen J.
;
Goetzmann, William N.
;
Ibbotson, Roger G.
-
1997
Persistent link: https://www.econbiz.de/10000619755
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