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~person:"Aboura, Sofiane"
~person:"Taylor, Lucian A."
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"Stock market"
~type_genre:"Article in journal"
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Aboura, Sofiane
Taylor, Lucian A.
Zaremba, Adam
18
Long, Huaigang
9
Bali, Turan G.
8
Zhang, Yaojie
8
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Research in international business and finance
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The journal of futures markets
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ECONIS (ZBW)
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Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
2
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
3
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
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