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Information about:
Sofiane Aboura

Personal Details | Affiliation | Works
This is information that was supplied by Sofiane Aboura in registering through RePEc. If you are Sofiane Aboura , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Sofiane
Middle Name:
Last Name: Aboura
Suffix:

RePEc Short-ID: pab28

Email:
Homepage: http://ssrn.com/author=101097
Postal Address: Université Paris Dauphine CEREG Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16 – France
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Sofiane ABOURA, 2004. "GARCH Option Pricing Under Skew," Finance 0405032, EconWPA. [Downloadable!]
    Published as:

Articles

  1. Aboura, Sofiane, 2009. "The extreme downside risk of the S&P 500 stock index," Journal of Financial Transformation, Capco Institute, vol. 26, pages 104-107.

  2. Christophe Boucher & Sofiane Aboura, 2008. "Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment," Applied Economics Letters, Taylor and Francis Journals, vol. 15(2), pages 91-94. [Downloadable!] (restricted)

  3. Aboura, Sofiane, 2005. "French media bias and the vote on the European constitution," European Journal of Political Economy, Elsevier, vol. 21(4), pages 1093-1098, December. [Downloadable!] (restricted)

  4. Sofiane ABOURA, 2005. "GARCH Option Pricing Under Skew," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(6), pages 78-86, November.
    Other versions:

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2004-06-02 Author is listed
  2. NEP-FIN: Finance (1) 2004-06-02 Author is listed
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This page was last updated on 2009-11-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.