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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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ARCH-Modell
Volatilität
Aktienmarkt
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Volatility
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1994-1997
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Rockinger, Michael
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Crouhy, Michel
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Urga, Giovanni
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Chambre de commerce et d'industrie de Paris
Institut für Schweizerisches Bankwesen <Zürich>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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International Center for Financial Asset Management and Engineering
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ECONIS (ZBW)
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Volatility indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
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1996
Persistent link: https://www.econbiz.de/10000936195
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
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1994
Persistent link: https://www.econbiz.de/10000907916
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3
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
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