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~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Capital income"
~subject:"Option pricing theory"
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Search: subject:"Volatilität"
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Capital income
Option pricing theory
Volatility
13
Volatilität
13
Aktienmarkt
3
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3
Kapitaleinkommen
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Crouhy, Michel
4
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3
Galai, Dan
3
Dumas, Bernard
1
Fleming, Jeff
1
Longin, François M.
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Rockinger, Michael
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
84
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for Analytical Finance <Århus>
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Svenska Handelshögskolan <Helsinki>
4
University of Canterbury / Dept. of Economics and Finance
4
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
3
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2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of Cleveland
2
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Judge Institute of Management Studies
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William Davidson Institute <Ann Arbor, Mich.>
2
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Banco Central do Brasil
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Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Center for Economic Research <Tilburg>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
1
Danmarks Nationalbank
1
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1
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1
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1
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ECONIS (ZBW)
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1
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
2
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
3
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
4
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:
5
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
6
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:
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