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~institution:"Chambre de commerce et d'industrie de Paris"
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Forecasting Performance of Vol...
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Volatility
9
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9
Aktienmarkt
4
Option pricing theory
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4
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4
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3
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11
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11
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4
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11
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Crouhy, Michel
5
Rockinger, Michael
4
Bensoussan, Alain
3
Galai, Dan
3
Solnik, Bruno
2
Urga, Giovanni
2
Boucrelle, Cyril
1
Chesney, Marc
1
Dumas, Bernard
1
Fleming, Jeff
1
Gibson, Rajna
1
Le Fur, Yann
1
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1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
787
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
175
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
50
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Federal Reserve Bank of St. Louis
33
HAL
30
EconWPA
29
OECD
27
Université Paris-Dauphine (Paris IX)
26
International Monetary Fund
25
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Centre for Analytical Finance <Århus>
23
International Monetary Fund (IMF)
23
Agricultural and Applied Economics Association - AAEA
22
Ekonomiska forskningsinstitutet <Stockholm>
19
European University Institute / Department of Economics
19
World Bank
19
European University Institute / Department of Law
17
Institut für Weltwirtschaft
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
CESifo
16
Springer Fachmedien Wiesbaden
16
University of Canterbury / Dept. of Economics and Finance
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Society for Computational Economics - SCE
15
Svenska Handelshögskolan <Helsinki>
14
European Association of Agricultural Economists - EAAE
13
Internationaler Währungsfonds / Research Department
13
Österreichisches Institut für Wirtschaftsforschung
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Federal Reserve System / Division of Research and Statistics
12
Inter-American Development Bank
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Centre for Growth and Business Cycle Research <Manchester>
11
Cowles Foundation for Research in Economics, Yale University
11
Federal Reserve Bank of New York
11
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Les cahiers de recherche / HEC Paris
11
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ECONIS (ZBW)
11
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1
State space symmetry and two-factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000907917
Saved in:
2
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:
3
Volatility
indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
Saved in:
4
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
5
International market correlation and
volatility
Solnik, Bruno
;
Boucrelle, Cyril
;
Le Fur, Yann
-
1996
Persistent link: https://www.econbiz.de/10000938038
Saved in:
6
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:
7
Volatility
clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
8
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
9
Stochastic equity
volatility
related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
10
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
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