Browsing by Authors Bali, Turan G.

Showing results 1 to 4 of 4
Issue DateTitleAuthor(s)
1-Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis 
Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis 
1-Nov-2020Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and VolatilityBali, Turan G. ; Del Viva, Luca ; Lambertides, Neophytos ; Trigeorgis, Lenos 
2008Risk measurement performance of alternative distribution functionsBali, Turan G. ; Theodossiou, Panayiotis