Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
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/10001415349
Cover Image
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
Persistent link: https://www.econbiz.de/10007278373
Cover Image
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. 885-916
Persistent link: https://www.econbiz.de/10006905252