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~subject:"Volatilität"
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Volatilität
Capital income
104
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54
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Bali, Turan G.
41
Cakici, Nusret
10
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7
An, Byeong-Je
5
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4
Murray, Scott
4
Atilgan, Yigit
3
Neftci, Salih N.
3
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2
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2
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2
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2
Wen, Quan
2
An, Byeong-je
1
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1
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1
Günaydin, A. Doruk
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
Saved in:
9
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
Saved in:
10
Is there a risk-return trade-off? : evidence from high-frequency data
Bali, Turan G.
;
Peng, Lin
- In:
Journal of applied econometrics
21
(
2006
)
8
,
pp. 1169-1198
Persistent link: https://www.econbiz.de/10003406262
Saved in:
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