Publications of Altay-Salih, A. sorted by journal
A
| and , Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures (2003), in: Annals of Economics and Finance, 4(73-101) |
| , and , Performance of the Efficient Frontier in an Emerging Market Setting (2002), in: Applied Economics Letters, 9(177-183) |
| , and , On the performance of West's bubble test: A simulation approach (2011), in: Applied Mathematics and Computation, 217(3236-3247) |
| , and , On the performance of West's bubble test: A simulation approach (2011), in: Applied Mathematics and Computation, 217(3236-3247) |
J
| , and , The degree of financial liberalization and aggregated stock-return volatility in emerging markets (2010), in: J of Banking and Finance, 34(509-521) |
| , and , The degree of financial liberalization and aggregated stock-return volatility in emerging markets (2010), in: J of Banking and Finance, 34(509-521) |
| , and , A Behavioral Approach to Efficient Portfolio Formation (2006), in: J of Behavioral Finance |
| , and , Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options (2007), in: J of Futures Markets, 27(617-642) |
| , and , Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options (2007), in: J of Futures Markets, 27(617-642) |
P
| , and , Exploring Exchange Rate Returns at Different Time Horizons (2003), in: Physica A(671-682) |
| , and , Are Stock Prices Too Volatile to be Justified by the Dividend Discount Model? (2007), in: Physica A, 376(433-444) |
| , and , Are Stock Prices Too Volatile to be Justified by the Dividend Discount Model? (2007), in: Physica A, 376(433-444) |
| , and , Are Stock Prices Too Volatile to be Justified by the Dividend Discount Model? (2007), in: Physica A, 376(433-444) |
R
| , and , Cross section of expected stock returns in ISE (2001), in: Russian & East European Finance & Trade, 36(6-26) |
| , and , Cross section of expected stock returns in ISE (2001), in: Russian & East European Finance & Trade, 36(6-26) |
| , and , Cross section of expected stock returns in ISE (2001), in: Russian & East European Finance & Trade, 36(6-26) |
S
| , and , Constrained Nonlinear Programming for Volatility Estimation with GARCH Models (2003), in: SIAM Review, 45(485-503) |
| , and , Constrained Nonlinear Programming for Volatility Estimation with GARCH Models (2003), in: SIAM Review, 45(485-503) |
| , and , Time Varying Betas Help in Asset Pricing: The Threshold CAPM (2004), in: Studies in Nonlinear Dynamics and Econometrics, 6(1-16) |
| , and , Time Varying Betas Help in Asset Pricing: The Threshold CAPM (2004), in: Studies in Nonlinear Dynamics and Econometrics, 6(1-16) |