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Volatility clustering, asymmet...
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Rockinger, Michael
187
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113
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106
Galai, Dan
52
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24
Jondeau, E.
17
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17
Mark, Robert
16
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15
Urga, Giovanni
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12
Holly, Alberto
10
Wiener, Zvi
9
Bensoussan, Alain
8
Dumas, Bernard
8
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8
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8
Abadir, Karim M.
7
Chesney, Marc
7
Coutant, Sophie
7
Quélin, Bertrand V.
7
Solnik, Bruno
7
Crouhy, M.
6
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6
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Jalal, Amine
6
Schöbel, Rainer
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Stathopoulos, Konstantinos
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Tawn, Jonathan
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Benos, Alexandros Vassiliou
5
Lemaire, Bruno
5
Marois, Bernard
5
Mélitz, Jacques
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Pesqueux, Yvon
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4
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152
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15
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5
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ECONIS (ZBW)
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11
Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap election
Coutant, Sylvie
;
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000987965
Saved in:
12
User's guide
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1739-1742
Persistent link: https://www.econbiz.de/10001755419
Saved in:
13
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric
;
Crouhy, Michel
;
Schlesinger, Harris
-
1994
Persistent link: https://www.econbiz.de/10000888572
Saved in:
14
Changes in the structure and dynamics of European securities markets
Benos, Alexandros Vassiliou
;
Crouhy, Michel
-
1996
Persistent link: https://www.econbiz.de/10000953116
Saved in:
15
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:
16
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
17
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:
18
The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909453
Saved in:
19
The pricing of forward-starting Asian options
Bouaziz, Laurent
;
Briys, Eric
;
Crouhy, Michel
-
1994
Persistent link: https://www.econbiz.de/10000909455
Saved in:
20
Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto
;
Rockinger, Michael
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000738177
Saved in:
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