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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/10003405036
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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/10001527355
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