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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
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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
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Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Ma, Feng; Guo, Yangli; Chevallier, Julien; Huang, Dengshi - In: International review of financial analysis 84 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013472723