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~isPartOf:"Global credit review"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Volatilität"
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Global credit review
Journal of economic dynamics & control
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Systemic risk in Europe
Jondeau, Eric
;
Rockinger, Michael
- In:
Global credit review
3
(
2013
),
pp. 1-6
Persistent link: https://www.econbiz.de/10009774864
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Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
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