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Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
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Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry - In: The journal of futures markets 19 (1999) 7, pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
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The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry; Métais, Carole - In: International review of financial analysis 18 (2009) 3, pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
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Return interval, dependence structure, and multivariate normality
Ané, Thierry; Labidi, Chiraz - In: Journal of economics and finance 28 (2004) 3, pp. 285-299
Persistent link: https://www.econbiz.de/10002627400
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Dependence structure and risk measure
Ané, Thierry; Kharoubi, Cécile - In: The journal of business : B 76 (2003) 3, pp. 411-438
Persistent link: https://www.econbiz.de/10001826337
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Revisiting the finite mixture of Gaussian distributions with application to futures markets
Ané, Thierry; Labidi, Chiraz - In: The journal of futures markets 21 (2001) 4, pp. 347-376
Persistent link: https://www.econbiz.de/10001567706
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Return interval, dependence strucuture and multivariate normality
Ané, Thierry; Labidi, Chiraz - 2001
Persistent link: https://www.econbiz.de/10001732814