Turan G. Bali
According to our database1, Turan G. Bali authored at least 8 papers between 2007 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns.
Manag. Sci., 2017
An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options.
Manag. Sci., 2007
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions.
Ann. Oper. Res., 2007