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United States
Theorie
179
Theory
178
Capital income
147
Kapitaleinkommen
147
Volatility
118
Volatilität
115
Börsenkurs
106
Share price
106
Estimation
104
Schätzung
104
USA
101
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84
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83
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82
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82
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71
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71
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71
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70
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64
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64
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63
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59
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55
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55
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47
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47
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41
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41
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39
Option pricing theory
39
Optionspreistheorie
39
Risikoprämie
37
Risk premium
36
Risikomanagement
35
Risk management
33
Capital market returns
29
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62
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100
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Engle, Robert F.
63
Bali, Turan G.
38
Cakici, Nusret
10
Acharya, Viral V.
8
Rosenberg, Joshua V.
5
Steffen, Sascha
5
Ghysels, Eric
4
Itō, Takatoshi
4
Lin, Wen-ling Tsai
4
Whitelaw, Robert F.
4
Fleming, Michael J.
3
Kane, Alex
3
Lange, Joe
3
Manganelli, Simone
3
Neftci, Salih N.
3
Patton, Andrew J.
3
Pierret, Diane
3
Russell, Jeffrey R.
3
Ang, Andrew
2
Barone-Adesi, Giovanni
2
Cho, Young-hye
2
Coulson, N. Edward
2
Demirtas, K. Ozgur
2
Dufour, Alfonso
2
Gallo, Giampiero M.
2
Issler, João Victor
2
Karagozoglu, Ahmet K.
2
Mancini, Loriano
2
Mocan, Naci
2
Ng, Victor K.
2
Nguyen, Giang H.
2
Noh, Jaesun
2
Peng, Lin
2
Tang, Yi
2
An, Byeong-Je
1
An, Byeong-je
1
Beckmeyer, Heiner
1
Bollerslev, Tim
1
Brown, Scott James
1
Brownlees, Christian
1
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Working paper / National Bureau of Economic Research, Inc.
17
Discussion paper / Department of Economics, University of California San Diego
7
The review of financial studies
7
The journal of futures markets
6
Journal of econometrics
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
The journal of finance : the journal of the American Finance Association
3
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
Journal of empirical finance
2
Journal of financial economics
2
Journal of financial markets
2
Journal of monetary economics
2
Journal of money, credit and banking : JMCB
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
The review of economics and statistics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
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Forecasting volatility in the financial markets
1
Journal of applied econometrics
1
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1
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1
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1
Journal of international economics
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER working paper series
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NYU Stern School of Business
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ECONIS (ZBW)
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1
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:
2
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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