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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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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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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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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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Estimating Gram-Charlier expansions with positivity constraints
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001363697
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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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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