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Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric - 1997
Persistent link: https://www.econbiz.de/10000968630
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La mesure du ratio rendement-risque à partir du marché des euro-devises
Jondeau, Eric - 1999
Persistent link: https://www.econbiz.de/10001363747
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Effets "volume" volatilité et transmissions internationales sur les marchés boursiers dans le G5
Avouyi-Dovi, Sanvi; Jondeau, Eric; Lai-Tong, Charles - 1997
Persistent link: https://www.econbiz.de/10000958857
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Testing for a forward-looking Phillips curve : additional evidence from European and US data
Jondeau, Eric; Le Bihan, Hervé - 2001
Persistent link: https://www.econbiz.de/10001639145
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Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001534321
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Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001575962
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Assessing GMM estimates of the federal reserve reaction
Florens, Clémentine; Jondeau, Eric; Le Bihan, Hervé - 2001
Persistent link: https://www.econbiz.de/10001575972
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Does correlation between stock returns really increase during turbulent period?
Chesnay, François; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001496182
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Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001539613
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Evaluating monetary policy rules in estimated forward-looking models : a comparison of US and German monetary policies
Jondeau, Eric; Le Bihan, Hervé - 2000
Persistent link: https://www.econbiz.de/10001517983