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The Copula-GARCH model of conditional dependencies: An international stock market application
Jondeau, Eric; Rockinger, Michael - In: Journal of International Money and Finance 25 (2006) 5, pp. 827-853
Persistent link: https://www.econbiz.de/10005339272
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Reading the smile: the message conveyed by methods which infer risk neutral densities
Jondeau, Eric; Rockinger, Michael - In: Journal of International Money and Finance 19 (2000) 6, pp. 885-915
Persistent link: https://www.econbiz.de/10005397501
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The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates
Jondeau, Eric; Ricart, Roland - In: Journal of International Money and Finance 18 (1999) 5, pp. 725-750
Persistent link: https://www.econbiz.de/10005311511