Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "1589"
  #_source: array:26 [
    "id" => "1589"
    "slug" => "la-volatilite"
    "yearMonth" => "2004-03"
    "year" => "2004"
    "title" => "La volatilité"
    "description" => "AFTALION, F. et PONCET, P. (2004). La volatilité. <i>Bankers, Markets and Investors</i>, pp. 50-56."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "AFTALION Florin"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2023-01-27 01:00:16"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "50-56"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Après avoir présenté les différentes mesures de la volatilité, historique, instantanée et implicite, nous examinons la relation entre la volatilité et la rentabilité des actifs concernés. Nous terminons par un examen des causes possibles de la volatilité et de son instabilité, qui doivent être recherchées plus dans la sphère réelle que dans l'innovation financière comme la gestion alternative et les hedges funds."
      "en" => "We present first different measures of the financial market volatility, historical, instantaneous and implied in option prices. Next we analyse the long run relationship between volatility and return on financial assets. Last we examine the possible causes of volatility and its instability, that appear to be more related to the real sector of the economy than to financial innovation such as alternative investment and hedge funds."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-15T07:21:49.000Z"
    "docTitle" => "La volatilité"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, AFTALION Florin"
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, AFTALION Florin</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2004</span>"
    "keywordList" => ""
    "docPreview" => "<b>La volatilité</b><br><span>2004-03 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">La volatilité</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.947243
  +"parent": null
}