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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Estimation"
~subject:"Hysterese"
~subject:"Konjunkturzusammenhang"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Evolution of Market Uncertaint...
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Rockinger, Michael
2
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1
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1
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Chambre de commerce et d'industrie de Paris
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Institut für Weltwirtschaft
7
University of Canterbury / Dept. of Economics and Finance
6
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Kansantaloustieteen Laitos <Tampere>
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ECONIS (ZBW)
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Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
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1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
2
International market correlation and volatility
Solnik, Bruno
;
Boucrelle, Cyril
;
Le Fur, Yann
-
1996
Persistent link: https://www.econbiz.de/10000938038
Saved in:
3
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
4
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
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