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Jondeau, Eric
25
Rockinger, Michael
20
Abadir, Karim M.
2
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2
Jalal, Amine
2
Le Bihan, Hervé
2
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Annales d'économie et de statistique
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Finance : revue de l'Association Française de Finance
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Journal of econometrics
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Journal of economic dynamics & control
3
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3
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European financial management : the journal of the European Financial Management Association
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The Copula-GARCH model of conditional dependencies: An international stock market application
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 827
Persistent link: https://www.econbiz.de/10007278373
Saved in:
2
Reading the smile: the message conveyed by methods which infer risk neutral densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
19
(
2000
)
6
,
pp. 885-916
Persistent link: https://www.econbiz.de/10006905252
Saved in:
3
Systemic risk in Europe
Jondeau, Eric
;
Rockinger, Michael
- In:
Global credit review
3
(
2013
),
pp. 1-6
Persistent link: https://www.econbiz.de/10010160994
Saved in:
4
Comparaison de méthodes d'extraction d'information à partir d'options de change : le cas du Franc-Deutschemark
Jondeau, Eric
;
Rockinger, Michael
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
1
,
pp. 23-60
Persistent link: https://www.econbiz.de/10009918836
Saved in:
5
Optimal Portfolio Allocation under Higher Moments
Jondeau, Eric
;
Rockinger, Michael
- In:
European financial management : the journal of the …
12
(
2006
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10005918652
Saved in:
6
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-582
Persistent link: https://www.econbiz.de/10007232492
Saved in:
7
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/10006762953
Saved in:
8
Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1738
Persistent link: https://www.econbiz.de/10006762954
Saved in:
9
Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10006770263
Saved in:
10
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1484
Persistent link: https://www.econbiz.de/10006774052
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