Details about Sofiane Aboura

Access statistics for papers by Sofiane Aboura.

Last updated 2009-02-28. Update your information in the RePEc Author Service.

Short-id: pab28

Working Papers

2004

1. GARCH Option Pricing Under Skew
   Finance, EconWPA
   See also Journal Article in Icfai University Journal of Applied Economics (2005)

Journal Articles

2009

1. The extreme downside risk of the S&P 500 stock index
   Journal of Financial Transformation, 2009, 26, 104-107

2008

2. Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment
   Applied Economics Letters, 2008, 15, (2), 91-94

2005

3. French media bias and the vote on the European constitution
   European Journal of Political Economy, 2005, 21, (4), 1093-1098
4. GARCH Option Pricing Under Skew
   Icfai University Journal of Applied Economics, 2005, IV, (6), 78-86
   See also Working Paper (2004)