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~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Aboura, Sofiane"
~subject:"ARCH model"
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Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
33
(
2015
),
pp. 334-354
Persistent link: https://www.econbiz.de/10011325853
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Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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