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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
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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
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Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.; Neftci, Salih N. - In: The journal of fixed income 10 (2001) 4, pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
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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
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Domestic currency emerging market bonds pricing and risk management aspects
Neftci, Salih N. - In: Revista de análisis económico 15 (2000) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10001537957
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Naive trading rules in financial markets and Wiener-Kolmogorov prediction theory : a study of "technical analysis"
Neftci, Salih N. - In: The journal of business : B 64 (1991) 4, pp. 549-571
Persistent link: https://www.econbiz.de/10001115133
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Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N. - In: Journal of forecasting 13 (1994) 3, pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
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Statistical analysis of shapes in macroeconomic time series : is there a business cycle?
Neftci, Salih N. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 215-224
Persistent link: https://www.econbiz.de/10001142124
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Exchande-rate arrangements and financial integration in East Asia : on a collision course?
Genberg, Hans - In: International economics and economic policy : IEEP 3 (2006) 3, pp. 359-377
Persistent link: https://www.econbiz.de/10003426966
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The macroeconomic effects of adjustment lending : a review and evaluation
Genberg, Hans - In: Journal of policy reform 8 (2005) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10002725316