The following pages link to Michel Crouhy (Q1000417):
Displayed 10 items.
- Volatility clustering, asymmetry and hysteresis in stock returns: International evidence (Q1000418) (← links)
- (Q3678942) (← links)
- (Q3929505) (← links)
- (Q4170493) (← links)
- Stochastic equity volatility and the capital structure of the firm (Q4698070) (← links)
- (Q4791402) (← links)
- Stochastic equity volatility related to the leverage effect (Q4845150) (← links)
- (Q4887225) (← links)
- Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants (Q4994397) (← links)
- (Q5226699) (← links)