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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Sornette, Didier"
~source:"econis"
~subject:"instability"
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Volatility
instability
Estimation
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Sornette, Didier
Bollerslev, Tim
5
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Journal of financial economics
Journal of international money and finance
Quantitative finance
3
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
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Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Lera, Sandro Claudio
;
Sornette, Didier
- In:
Journal of international money and finance
63
(
2016
),
pp. 28-47
Persistent link: https://www.econbiz.de/10011668340
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