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Optimal multi-period consumption and investment with short-sale constraints
Arisoy, Yakup Eser; Altay-Salih, Aslihan; Pınar, Mustafa Ç - In: Finance research letters 11 (2014) 1, pp. 16-24
Persistent link: https://www.econbiz.de/10010393634
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The cross-market indes for volatility surprise
Aboura, Sofiane; Chevallier, Julien - In: The journal of asset management 15 (2014) 1, pp. 7-23
Persistent link: https://www.econbiz.de/10010370072
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Geographical diversification with a World Volatility Index
Aboura, Sofiane; Chevallier, Julien - In: Journal of multinational financial management 30 (2015), pp. 62-82
Persistent link: https://www.econbiz.de/10011539534
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Cross-market index with Factor-DCC
Aboura, Sofiane; Chevallier, Julien - In: Economic modelling 40 (2014), pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
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Cross-market spillovers with "volatility surprise"
Aboura, Sofiane; Chevallier, Julien - In: Review of financial economics : RFE 23 (2014) 4, pp. 194-207
Persistent link: https://www.econbiz.de/10010442564
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Cross-market volatility index with Factor-DCC
Aboura, Sofiane; Chevallier, Julien - In: International review of financial analysis 42 (2015), pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
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The place of gold in the cross-market dependencies
Aboura, Sofiane; Chevallier, Julien; Jammazi, Rania; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 567-586
Persistent link: https://www.econbiz.de/10011649166