Salih N. Neftci

发表

A diagnostic check for model specification: An application to the yen-dollar exchange rate

Paul D. McNelis, Salih N. Neftci, Michael J. Harrison, 1990 .

An Introduction to Some Concepts and Definitions

Salih N. Neftci, 2009 .

Essentials of Structured Product Engineering

Salih N. Neftci, 2009 .

Dynamic Replication Methods and Synthetics

Salih N. Neftci, 2009 .

Overview of Calibration and Estimation Techniques

Salih N. Neftci, Ali Hirsa, 2014 .

Properties and Stochastic nature of BEA's early estimates of GNP

Salih N. Neftci, Panayiotis Theodossiou, Panayiotis Theodossiou, 1991 .

Principles of financial engineering

Salih N. Neftci, Salih N. Neftçi, 2004 .

Can chartists outperform the market? market efficiency tests for “technical analysis”

Salih N. Neftci, Salih N. Neftçi, Andrew J. Policano, 1984 .

Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations

Paul D. McNelis, Salih N. Neftci, P. McNelis, 1982 .

Swap curve dynamics across markets: Case of US dollar versus HK dollar

Salih N. Neftci, Y. Huang, Salih N. Neftçi, 2008 .

Pricing and Hedging of Contingent Credit Lines

Salih N. Neftci, Elena Loukoianova, Sunil K. Sharma, 2006 .

Specification of Economic Time Series Models Using Akaike's Criterion

Salih N. Neftci, Salih N. Neftçi, 1982 .