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User's guide
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1739-1742
Persistent link: https://www.econbiz.de/10001755419
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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
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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 under positivity constraints
Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000997033
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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/10001377121
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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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Estimating Gram-Charlier expansions with positivity constraints
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001363697
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - In: Journal of banking & finance 61 (2015) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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Optimal long-term allocation with pension fund liabilities
Jondeau, Eric; Rockinger, Michael - 2014
We build a macroeconomic model for Switzerland, the Euro Area, and the USA that drives the dynamics of several asset classes and the liabilities of a representative Swiss (defined-contribution) pension fund. This encompassing approach allows us to generate correlations between returns on assets...
Persistent link: https://www.econbiz.de/10010442892