Narrow search
Showing 1 - 8 of 8
Cover Image
Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629391
Cover Image
Portfolio allocation in transition economies
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629392
Cover Image
Entropy densities
Rockinger, Michael; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001526535
Cover Image
Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001526562
Cover Image
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000997033
Cover Image
Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap election
Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000987965
Cover Image
The tail behavior of stock returns : emerging versus mature markets
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001377121
Cover Image
Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001564642