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Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
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2000
Persistent link: https://www.econbiz.de/10001534321
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2
Conditional dependency of financial series : an application of copulas
Rockinger, Michael
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Jondeau, Eric
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2001
Persistent link: https://www.econbiz.de/10001575962
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3
Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
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2001
Persistent link: https://www.econbiz.de/10001539613
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4
Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap selection
Coutant, Sylvie
;
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000989565
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5
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
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6
Estimating Gram-Charlier expansions with positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1999
Persistent link: https://www.econbiz.de/10001363697
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7
The tail behavior of stock returns : emerging versus mature markets
Jondeau, Eric
;
Rockinger, Michael
-
1999
Persistent link: https://www.econbiz.de/10001381768
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