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ECONIS (ZBW)
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Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
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2
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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3
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/10001633716
Saved in:
4
Conditional dependency of financial series : an application of copulas
Rockinger, Michael
;
Jondeau, Eric
-
2001
Persistent link: https://www.econbiz.de/10001564642
Saved in:
5
Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
-
2001
Persistent link: https://www.econbiz.de/10001539613
Saved in:
6
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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7
Conditional asset allocation under non-normality : how costly is the mean-variance criterion?
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002635210
Saved in:
8
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Saved in:
9
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
10
Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
-
2000
Persistent link: https://www.econbiz.de/10001526562
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