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Welt
Theorie
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82
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45
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44
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44
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39
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39
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English
16
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Jondeau, Eric
16
Rockinger, Michael
9
Alessandrini, Fabio
3
Cheng, Gong
2
Crouhy, Michel
2
Mojon, Benoît
2
Chavez-Demouli, Valérie
1
Levieuge, Grégory
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Chambre de commerce et d'industrie de Paris
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4
Research paper series / Swiss Finance Institute
4
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2
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1
Economie & prévision : EP
1
Finance : revue de l'Association Française de Finance
1
Financial engineering and the Japanese markets
1
Journal of empirical finance
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ECONIS (ZBW)
18
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1
The tail behavior of stock returns : emerging versus mature markets
Jondeau, Eric
;
Rockinger, Michael
-
1999
Persistent link: https://www.econbiz.de/10001377121
Saved in:
2
The tail behavior of stock returns : emerging versus mature markets
Jondeau, Eric
;
Rockinger, Michael
-
1999
Persistent link: https://www.econbiz.de/10001381768
Saved in:
3
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
-
2001
Persistent link: https://www.econbiz.de/10001629391
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
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/10001475125
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. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
7
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:
8
Les modèles monétaires de taux de change : un réexamen empirique
Jondeau, Eric
- In:
Economie & prévision : EP
(
1996
),
pp. 53-65
Persistent link: https://www.econbiz.de/10001208697
Saved in:
9
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
10
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
- In:
Financial engineering and the Japanese markets
4
(
1997
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001222633
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