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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Chambre de commerce et d'industrie de Paris"
~person:"Crouhy, Michel"
~subject:"Investmentfonds"
~subject:"Leistungsbeurteilung"
~subject:"Volatility"
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Crouhy, Michel
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The Wharton Financial Institutions Center
Banca nazionale del lavoro / Ufficio scenari economici
Chambre de commerce et d'industrie de Paris
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ECONIS (ZBW)
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
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2
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
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