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Volatility Indices for the French Financial Market

Michael Rockinger 1 Michel Crouhy
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : Volatility Indices French Financial Market
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Reports
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https://hal-hec.archives-ouvertes.fr/hal-00602020
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Tuesday, June 21, 2011 - 12:55:17 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00602020, version 1

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HEC | PARISTECH | CNRS | LARA

Citation

Michael Rockinger, Michel Crouhy. Volatility Indices for the French Financial Market. 1996. ⟨hal-00602020⟩

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