Sofiane Aboura

Discipline

Economies et finances (23) Gestion et management (22)

Type de document

Articles (29) Prépublication (11) Livres et chapitres d'ouvrages (8) Colloques et conférences (5)

Co-auteur

Date

Source

Mot-clé

volatilité (32) Administration (32) Management (31) modèle (30) Example (30) administration (28) marché (28) State, The (28) Political science (28) Administrative law (28) Administration of estates (28) Administration (28) Finance (26) Pricing (24) index (23) répertoire (23) Finance (22) Models (19) Article (18) Grammar, Comparative and general--Article (18) Article (18) papier (17) effet (17) Risk (17) Paper (17) risque (16) French (14) Statistics (13) Statistical methods (13) Statistical methods (13)

Documents écrit par Sofiane Aboura (53) | parle de Sofiane Aboura (0)

Pricing CAC 40 Index Options with Stochastic Volatility
Sofiane Aboura (13 juil. 2017)
Pricing CAC 40 Index Options with Stochastic Volatility
Sofiane Aboura (12 juil. 2017)
Extreme Asymmetric Volatility: VIX and S&P 500
Sofiane Aboura et al. (23 mai 2017)
A Model of Self-Regulation in Banking Industry
Sofiane Aboura et al. (23 mai 2017)
Is There Any Black Swan Hidden in the Oil Markets?
Sofiane Aboura (23 mai 2017)
Financial stress and economic dynamics: An application to France
Sofiane Aboura et al. (23 mai 2017)
Why the Market's Participants in the Modigliani-Miller Model are Markowitz Rational?
Sofiane Aboura et al. (23 mai 2017)
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies?
Sofiane Aboura et al. (2017)
Does Aggregate Uncertainty Explain Size and Value Anomalies?
Sofiane Aboura et al. (2016)
Leverage vs. Feedback: Which Effect Drives the Equity Market during Stress Periods?
Sofiane Aboura (1 déc. 2015)
Cross-market volatility index with Factor-DCC
Sofiane Aboura et al. (1 déc. 2015)
Leverage vs. Feedback: Which Effect Drives the Equity Market during Stress Periods?
Sofiane Aboura
Extreme asymmetric volatility: Stress and aggregate asset prices
Sofiane Aboura et al.
Disentangling Crashes from Tail Events
Sofiane Aboura (12 févr. 2015)
A cross-volatility index for hedging the country risk
Sofiane Aboura et al. (2015)
Volatility returns with vengeance: Financial markets vs. commodities
Sofiane Aboura et al. (2015)
Geographical Diversification with a World Volatility Index
Julien Chevallier et al. (2015)
Les effets controversés de la régulation des banques d'investissement et de marchés
Sofiane Aboura et al. (2015)
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets
Sofiane Aboura et al. (2015)
Cross-Market Spillovers with 'Volatility Surprise'
Sofiane Aboura et al. (27 juil. 2014)
An Alternative Model to Basel Regulation
Sofiane Aboura et al. (20 mai 2014)
Cross-Market Spillovers with 'Volatility Surprise'
Sofiane Aboura et al. (2014)
Option pricing with a dynamic fat-tailed model
Sofiane Aboura et al. (2014)
Cross-market index with Factor-DCC
Julien Chevallier et al. (2014)
Volatility equicorrelation: A cross-market perspective
Julien Chevallier et al. (2014)

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