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~subject:"Aktienindex"
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Aktienindex
Theorie
83
Theory
83
Frankreich
45
France
44
Portfolio selection
40
Portfolio-Management
40
Capital income
39
Kapitaleinkommen
39
Volatility
39
Volatilität
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36
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36
Börsenkurs
32
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Estimation
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Schätzung
30
Deutschland
27
Germany
27
Yield curve
27
Zinsstruktur
27
Aktienmarkt
26
Stock market
26
ARCH model
22
ARCH-Modell
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EU countries
20
EU-Staaten
20
Forecasting model
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Prognoseverfahren
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
18
Schätztheorie
18
Welt
18
World
18
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15
Finanzkrise
15
Phillips-Kurve
15
Statistical distribution
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Statistische Verteilung
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3
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11
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3
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Arbeitspapier
8
Graue Literatur
8
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8
Working Paper
8
Article in journal
3
Aufsatz in Zeitschrift
3
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English
12
French
2
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Rockinger, Michael
12
Jondeau, Eric
10
Urga, Giovanni
3
Avouyi-Dovi, Sanvi
2
Lai-Tong, Charles
2
Poon, Ser-Huang
1
Twan, Jonathan
1
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Chambre de commerce et d'industrie de Paris
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3
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3
Discussion paper / Centre for Economic Forecasting
2
Arbeitspapiere
1
Banque de France Working Paper
1
Document de travail
1
International Center for Financial Asset Management and Engineering - FAME Research Paper Series
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
The review of financial studies
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ECONIS (ZBW)
13
USB Cologne (business full texts)
1
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1
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. 827-853
Persistent link: https://www.econbiz.de/10003405036
Saved in:
2
Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
-
2000
Persistent link: https://www.econbiz.de/10001534321
Saved in:
3
Conditional dependency of financial series : an application of copulas
Rockinger, Michael
;
Jondeau, Eric
-
2001
Persistent link: https://www.econbiz.de/10001575962
Saved in:
4
Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
-
2000
Persistent link: https://www.econbiz.de/10001526562
Saved in:
5
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
Saved in:
6
Conditional dependency of financial series : an application of copulas
Rockinger, Michael
;
Jondeau, Eric
-
2001
Persistent link: https://www.econbiz.de/10001564642
Saved in:
7
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Saved in:
8
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000972123
Saved in:
9
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
10
Conditional Dependency of Financial Series: The Copula-GARCH Model
Jondeau, Eric
;
Rockinger, Michael
-
2002
This paper developes a new methodology to measure conditional dependency between time series each driven by complicated marginal distributions.
Persistent link: https://www.econbiz.de/10005843431
Saved in:
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