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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Hedgefonds"
~subject:"Volatilität"
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Hedgefonds
Volatilität
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Aktienmarkt
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Crouhy, Michel
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Longin, François M.
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Rockinger, Michael
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Solnik, Bruno
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
101
Institute of Finance and Accounting <London>
4
University of Canterbury / Dept. of Economics and Finance
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Gottfried Wilhelm Leibniz Universität Hannover
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Real Sociedad Matemática Española
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Bayreuther Forum für Wirtschafts- und Medienrecht <2, 2008, Bayreuth>
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Centre for Climate Change Economics and Policy
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Centre for Economic Policy Research
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Cercle des Economistes
1
Chartered Alternative Investment Analyst Association
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Civic Research Institute <Kingston, NJ>
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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ESMA
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Ekonomiska forskningsinstitutet <Stockholm>
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Euromoney Institutional Investor Plc. <London>
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Europäische Zentralbank
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ECONIS (ZBW)
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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
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1998
Persistent link: https://www.econbiz.de/10000996169
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2
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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3
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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