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Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - In: Statistical papers 40 (1999) 3, pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
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Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer; Zhu, Jianwei - 1998 - Rev.
Persistent link: https://www.econbiz.de/10000676009
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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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Volatility indices for the French financial market
Crouhy, Michel; Rockinger, Michael - 1996
Persistent link: https://www.econbiz.de/10000936195
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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
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Kontrolle chaotischen Verhaltens auf Finanzmärkten : Methoden zur Stabilisierung des Preisverhaltens
Heilig, Stephan - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001585917
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Hedging with a volatility term structure
Crouhy, Michel - In: The journal of derivatives : the official publication … 2 (1995) 3, pp. 45-52
Persistent link: https://www.econbiz.de/10001219524