//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Volatility clustering, asymmet...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
129
Theory
129
Frankreich
51
France
42
Option pricing theory
32
Optionspreistheorie
32
Welt
32
World
32
Volatility
31
Volatilität
31
Börsenkurs
29
Share price
29
Capital income
26
Kapitaleinkommen
26
Aktienmarkt
24
Stock market
24
Portfolio selection
23
Portfolio-Management
23
USA
21
United States
21
Estimation
20
Schätzung
20
ARCH model
19
ARCH-Modell
19
Estimation theory
19
Schätztheorie
19
Derivat
17
Derivative
17
CAPM
16
Risk
15
Time series analysis
15
Zeitreihenanalyse
15
Risiko
14
Aktienindex
13
Option trading
13
Optionsgeschäft
13
EU countries
12
EU-Staaten
12
Risikomanagement
12
Stock index
12
more ...
less ...
Online availability
All
Free
85
Undetermined
49
Type of publication
All
Book / Working Paper
347
Article
138
Journal
16
Other
2
Type of publication (narrower categories)
All
Working Paper
195
Arbeitspapier
194
Graue Literatur
151
Non-commercial literature
151
Article in journal
49
Aufsatz in Zeitschrift
49
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
5
Aufsatz im Buch
4
Book section
4
Conference proceedings
3
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Handelskammerbericht
2
Mehrbändiges Werk
2
Monografische Reihe
2
Multi-volume publication
2
No longer published / No longer aquired
2
Report of the Chamber of Commerce
2
Bibliografie
1
Bibliography
1
Report
1
Series
1
more ...
less ...
Language
All
English
284
Undetermined
128
French
92
Author
All
Rockinger, Michael
187
Jondeau, Eric
113
Crouhy, Michel
106
Galai, Dan
52
Briys, Eric
24
Jondeau, E.
17
Rockinger, M.
17
Mark, Robert
16
Poon, Ser-Huang
15
Urga, Giovanni
15
ROCKINGER, Michael
12
Holly, Alberto
10
Wiener, Zvi
9
Bensoussan, Alain
8
Dumas, Bernard
8
JONDEAU, Eric
8
Monfort, Alain
8
Schlesinger, Harris
8
Abadir, Karim M.
7
Chesney, Marc
7
Coutant, Sophie
7
Quélin, Bertrand V.
7
Solnik, Bruno
7
Crouhy, M.
6
Ghertman, Michel
6
Gollier, Christian
6
Jalal, Amine
6
Schöbel, Rainer
6
Stathopoulos, Konstantinos
6
Tawn, Jonathan
6
Benos, Alexandros Vassiliou
5
Lemaire, Bruno
5
Marois, Bernard
5
Mélitz, Jacques
5
Pesqueux, Yvon
5
Bouaziz, Laurent
4
Dussauge, Pierre
4
Garrette, Bernard
4
Jurczenko, Emmanuel
4
Moingeon, Bertrand
4
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
173
Banque de France
17
Chambre de Commerce et d'Industrie de Paris
15
HEC Paris (École des Hautes Études Commerciales)
7
Swiss Finance Institute
5
C.E.P.R. Discussion Papers
4
Institut für Schweizerisches Bankwesen <Zürich>
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre d'Observation Economique
2
Délégation à l'Aménagement du Territoire et à l'Action Régionale
2
HAL
2
International Center for Financial Asset Management and Engineering
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Association of European Chambers of Commerce and Industry
1
Banco de España
1
Centre d'Enseignement Supérieur des Affaires, Direction de la Recherche
1
Department of Economics and Related Studies, University of York
1
Finrisk
1
Institut d'Économie et de Management de la Santé (IEMS), Faculté des Hautes Études Commerciales (HEC)
1
Ministère de l'Industrie
1
Stage d'Etude de la Gestion des Entreprises
1
Séminaire de Formation aux Affaires Européennes <9, 1988, Brügge>
1
more ...
less ...
Published in...
All
Les cahiers de recherche / HEC Paris
152
Journal of banking & finance
15
Research paper series / Swiss Finance Institute
12
Banque de France Working Paper
10
Working papers / Banque de France
10
Swiss Finance Institute Research Paper
9
Journal of Banking & Finance
8
Banque de France - Direction Generale des Etudes
7
Les Cahiers de Recherche
7
Les cahiers de recherche / Centre HEC-ISA
7
Notes d'études et de recherche : NER
7
Journal of economic dynamics & control
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
FAME Research Paper Series
5
FAME research paper series
5
Journal of empirical finance
5
Swiss Finance Institute Research Paper Series
5
CEPR Discussion Papers
4
Discussion paper / Centre for Economic Forecasting
4
Discussion paper / Centre for Economic Policy Research
4
Finance : revue de l'Association Française de Finance
4
Journal of econometrics
4
Journal of international money and finance
4
Working Paper
4
European economic review : EER
3
FINRISK Working Paper Series
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
3
Journal of Economic Dynamics and Control
3
Journal of Finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Les notes d'études et de recherche : NER
3
Advances in futures and options research : a research annual
2
Annales d'économie et de statistique
2
Applied Mathematical Finance
2
Bulletin mensuel / Chambre de Commerce de Paris
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Etude économique de l'espace francophone
2
Etudes / Chambre de Commerce et d'Industrie de Paris
2
European Economic Review
2
more ...
less ...
Source
All
ECONIS (ZBW)
364
RePEc
79
OLC EcoSci
32
USB Cologne (EcoSocSci)
16
USB Cologne (business full texts)
7
BASE
3
EconStor
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
503
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
Saved in:
2
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
- In:
Financial engineering and the Japanese markets
4
(
1997
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001222633
Saved in:
3
Volatility indices for the French financial market
Crouhy, Michel
- In:
Finance : revue de l'Association Française de Finance
18
(
1997
)
2
,
pp. 29-50
Persistent link: https://www.econbiz.de/10001247906
Saved in:
4
Determinants of capital flows to mutual funds
Rockinger, Michael
-
1995
Persistent link: https://www.econbiz.de/10000930664
Saved in:
5
On stock market returns and returns on investment
Rockinger, Michael
;
Restoy, Fernando
-
1993
Persistent link: https://www.econbiz.de/10000881687
Saved in:
6
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
7
Testing the Fisher relation : the Russian case
Granville, Brigitte
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000976996
Saved in:
8
A la recherche des facteurs de croissance : une comparaison Somalie - Taiwan - USA
Rockinger, Michael
;
Dufour, David
-
1994
Persistent link: https://www.econbiz.de/10000907943
Saved in:
9
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->