 | 2009 |
|---|
| 4 |       | Turan G. Bali,
Armen Hovakimian:
Volatility Spreads and Expected Stock Returns.
Management Science 55(11): 1797-1812 (2009) |
| 2007 |
|---|
| 3 | | Turan G. Bali:
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions.
Annals OR 151(1): 151-178 (2007) |
| 2 | | Turan G. Bali,
Panayiotis Theodossiou:
A conditional-SGT-VaR approach with alternative GARCH models.
Annals OR 151(1): 241-267 (2007) |
| 1 | | Turan G. Bali:
An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options.
Management Science 53(2): 323-339 (2007) |
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