Narrow search
Showing 1 - 9 of 9
Cover Image
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine; Rockinger, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
Cover Image
Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Cover Image
Reading interest rate and bond futures options' smiles around the 1997 French snap election
Coutant, Sophie - 1998
Persistent link: https://www.econbiz.de/10013422626
Cover Image
Reading the smile : the message conveyed by methods which infer risk neutral densities
Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10013422627
Cover Image
A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10013422978
Cover Image
New extreme-value dependence measures and finance applications
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan - 2001
Persistent link: https://www.econbiz.de/10013423369
Cover Image
Linear-price term structure models
Gouriéroux, Christian; Monfort, Alain - In: Journal of empirical finance 24 (2013), pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Cover Image
The econometrics of efficient portfolios
Gouriéroux, Christian; Monfort, Alain - In: Journal of empirical finance 12 (2005) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Cover Image
Is economic activity in the G7 synchronized? : common shocks versus spillover effects
Monfort, Alain; Renne, Jean-Paul; Rüffer, Rasmus; … - 2003
Persistent link: https://www.econbiz.de/10013424354