Similar Search Results

Les déterminants économiques de l'évolution du dollar

Jondeau, Eric - 1994

Persistent link: https://www.econbiz.de/10000884302

Retour sur les déterminants fondamentaux des cours boursiers : une formulation à correction d'erreur

Avouyi-Dovi, Sanvi; Jondeau, Eric - 1993

Persistent link: https://www.econbiz.de/10000867493

Analyse des cours boursiers : une première approche

Avouyi-Dovi, Sanvi; Jondeau, Eric; Kaabi, Moncef - 1993

Persistent link: https://www.econbiz.de/10000867612

Modélisation du prix des actifs financiers

Jondeau, Eric; Nicolaï, Jean-Paul - 1993

Persistent link: https://www.econbiz.de/10000871284

The impact of news on higher moments

Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2006

In this paper, we extend the concept of News Impact Curve developed by Engle and Ng (1993) to the higher moments of the multivariate returns' distribution, thereby providing a tool to investigate the impact of shocks on the characteristics of the subsequent distribution. For this purpose, we...