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~type_genre:"Aufsatz in Zeitschrift"
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Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
119
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1
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
Saved in:
2
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:
3
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
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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