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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Les notes d'études et de recherche : NER"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Les notes d'études et de recherche : NER
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40
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ECONIS (ZBW)
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On the importance of time variability in higher moments for asset allocation
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 84-123
Persistent link: https://www.econbiz.de/10009519710
Saved in:
2
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
3
The bank bias : segmentation of French fund families
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002434896
Saved in:
4
Optimal portfolio allocation under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435092
Saved in:
5
Asset allocation in transition economies
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827664
Saved in:
6
Econometric asset pricing modelling
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 407-458
Persistent link: https://www.econbiz.de/10003778936
Saved in:
7
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
8
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
9
Econometric asset pricing modelling
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797008
Saved in:
10
Pricing and inference with mixtures of conditionally normal processes
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591596
Saved in:
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