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Stock Market Volatility : A Re...
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Börsenkurs
10
Share price
10
Volatility
9
Volatilität
9
Aktienmarkt
6
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6
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1959-1996
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11
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English
20
French
1
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Crouhy, Michel
6
Rockinger, Michael
5
Galai, Dan
4
Bensoussan, Alain
3
Solnik, Bruno
3
Chesney, Marc
2
Hamelink, Foort
2
Urga, Giovanni
2
Alexandre, Xavier
1
Benos, Alexandros Vassiliou
1
Boucrelle, Cyril
1
Dumas, Bernard
1
Dumas, Bertrand
1
Fleming, Jeff
1
Gibson, Rajna
1
Griette, Eric
1
Gupta, Jyoti P.
1
Harvey, Campbell R.
1
Le Fur, Yann
1
Lefoll, Jean
1
Longin, François M.
1
Loubergé, Henri
1
Restoy, Fernando
1
Ruiz, Pierre
1
Spieser, Philippe
1
Tzafestas, Elpida
1
Whaley, Robert E.
1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
1,333
International Monetary Fund (IMF)
527
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
247
International Monetary Fund
212
C.E.P.R. Discussion Papers
74
Institut für Schweizerisches Bankwesen <Zürich>
54
EconWPA
45
Federal Reserve Bank of St. Louis
45
Federal Reserve Bank of New York
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
43
Federal Reserve Board (Board of Governors of the Federal Reserve System)
42
HAL
37
Rodney L. White Center for Financial Research, Wharton School of Business
37
Université Paris-Dauphine (Paris IX)
33
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
31
Ekonomiska forskningsinstitutet <Stockholm>
26
World Bank
25
Rodney L. White Center for Financial Research
24
Agricultural and Applied Economics Association - AAEA
23
CESifo
21
Centre for Analytical Finance <Århus>
21
OECD
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Edward Elgar Publishing
20
National Centre of Competence in Research North South <Bern>
20
Society for Computational Economics - SCE
20
Federal Reserve Bank of Chicago
19
Federal Reserve Bank of San Francisco
19
New York Stock Exchange
19
Svenska Handelshögskolan <Helsinki>
19
Cowles Foundation for Research in Economics, Yale University
18
Internationaler Währungsfonds / Research Department
18
Reserve Bank of Australia
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Fraunhofer-Institut für System- und Innovationsforschung
16
University of Canterbury / Dept. of Economics and Finance
16
Verlag Dr. Kovač
16
European University Institute / Department of Economics
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
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Les cahiers de recherche / HEC Paris
20
Les cahiers de recherche / Serie économie et finance / Ecole Supérieure de Commerce de Paris
1
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ECONIS (ZBW)
21
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1
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
2
Stochastic equity
volatility
related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
3
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
4
On stock market returns and returns on investment
Rockinger, Michael
;
Restoy, Fernando
-
1993
Persistent link: https://www.econbiz.de/10000881687
Saved in:
5
Risks, returns and opportunities in emerging markets
Alexandre, Xavier
;
Griette, Eric
-
1998
Persistent link: https://www.econbiz.de/10000997031
Saved in:
6
A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000986989
Saved in:
7
Volatility
indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
Saved in:
8
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
9
International market correlation and
volatility
Solnik, Bruno
;
Boucrelle, Cyril
;
Le Fur, Yann
-
1996
Persistent link: https://www.econbiz.de/10000938038
Saved in:
10
Volatility
clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
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