Sofiane Aboura
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Person:2160103
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The place of gold in the cross-market dependencies Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
| Emergence of correlations between securities at short time scales Physica A | 2022-08-02 | Paper |
| Local Gaussian correlations in financial and commodity markets European Journal of Operational Research | 2020-05-26 | Paper |
| New developments on the Modigliani-Miller theorem Theory of Probability & Its Applications | 2017-03-09 | Paper |
| The reactive volatility model Quantitative Finance | 2014-01-23 | Paper |
Research outcomes over time
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