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Conditional asset allocation under non-normality : how costly is the mean-variance criterion?
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10002635210
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Estimation of jump-diffusion processes via empirical characteristic functions
Rockinger, Michael (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003074581
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Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine (contributor); Rockinger, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436213
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Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
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The allocation of assets under higher moments
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441