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~person:"Aboura, Sofiane"
~subject:"ARCH model"
~subject:"Germany"
~subject:"Indexberechnung"
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Aboura, Sofiane
Röder, Klaus
11
Giot, Pierre
8
Rockinger, Michael
8
Scheicher, Martin
8
Glatzer, Ernst
7
Gupta, Rangan
7
Jondeau, Eric
7
Kaserer, Christoph
7
Kempf, Alexander
7
Korn, Olaf
7
Westermann, Frank
7
Cheung, Yin-Wong
6
Schmidhammer, Christoph
6
Wagner, Niklas F.
6
Wu, Jianbin
6
Ajmi, Ahdi Noomen
5
Allen, David E.
5
Entorf, Horst
5
Fortin, Ines
5
Götz, Alexander
5
Härdle, Wolfgang
5
Linton, Oliver
5
Lux, Thomas
5
McAleer, Michael
5
Oehler, Andreas
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Politis, Dimitris N.
5
Schmitt, Christian
5
Weber, Enzo
5
Achleitner, Ann-Kristin
4
Ampenberger, Markus
4
Bamberg, Günter
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Caporale, Guglielmo Maria
4
Chevallier, Julien
4
Christensen, Bent Jesper
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Craig, Ben R.
4
Dorfleitner, Gregor
4
Gribisch, Bastian
4
Holz, Arnold
4
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International review of financial analysis
2
Economic modelling
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
A new weighting-scheme for equity indexes
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
54
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011878211
Saved in:
2
A cross-volatility index for hedging the country risk
Aboura, Sofiane
;
Chevallier, Julien
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 25-41
Persistent link: https://www.econbiz.de/10011475158
Saved in:
3
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
Saved in:
4
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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