Long memory and volatility behaviour in Paris option market

von Souissi, Nessim
Veröffentlicht in International journal of bonds and derivatives (2015)

Dynamic analysis of implied risk neutral density

von Aloulou, Abderrahmen
Veröffentlicht in International journal of monetary economics and finance (2019)

Information flow between derivatives and spot market : the reason of studies results divergence

von Aloulou, Abderrahmen
Veröffentlicht in International journal of monetary economics and finance (2015)

Does fundamental value run asset price formation process? : evidence from option price information content

von Aloulou, Abderrahmen
Veröffentlicht in The journal of asset management (2017)

The impact of political instability on investor sentiment and market performance : evidence from Tunisian revolution

von Soltani, Hayet
Veröffentlicht in Icfai University Press (Hyderabad) The IUP journal of applied finance (2017)