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Determinants of capital flows to mutual funds
Rockinger, Michael - 1995
Persistent link: https://www.econbiz.de/10000930664
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On stock market returns and returns on investment
Rockinger, Michael; Restoy, Fernando - 1993
Persistent link: https://www.econbiz.de/10000881687
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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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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629391
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Portfolio allocation in transition economies
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629392
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Volatility indices for the French financial market
Crouhy, Michel; Rockinger, Michael - 1996
Persistent link: https://www.econbiz.de/10000936195
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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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Entropy densities
Rockinger, Michael; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001526535
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Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001526562
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Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000997033