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The ET interview: Professor Edmond Malinvaud
Holly, Alberto - In: Econometric theory 3 (1987) 2, pp. 273-295
Persistent link: https://www.econbiz.de/10001072727
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A reappraisal of misspecified econometric models
Monfort, Alain - In: Econometric theory 12 (1996) 4, pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
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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
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Density functionals, with an option-pricing application
Abadir, Karim Maher; Rockinger, Michael - In: Econometric theory 19 (2003) 5, pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
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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
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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 559-582
Persistent link: https://www.econbiz.de/10007232492
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DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
Abadir, Karim M.; Rockinger, Michael - In: Econometric theory 19 (2003) 5, pp. 778-811
Persistent link: https://www.econbiz.de/10006967471
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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/10008109032
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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. 868-878
Persistent link: https://www.econbiz.de/10008880809
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The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian; Monfort, Alain; Ghysels, Eric - In: Econometric theory 28 (2012) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10009669727