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| 2007 | ||
|---|---|---|
| 2 | EE | Turan G. Bali: Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. Annals OR 151(1): 151-178 (2007) |
| 1 | EE | Turan G. Bali, Panayiotis Theodossiou: A conditional-SGT-VaR approach with alternative GARCH models. Annals OR 151(1): 241-267 (2007) |
| 1 | Panayiotis Theodossiou | [1] |