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The tail behavior of stock returns : emerging versus mature markets

Jondeau, Eric; Rockinger, Michael - 1999

Persistent link: https://www.econbiz.de/10001381768

Conditional dependency of financial series : an application of copulas

Rockinger, Michael; Jondeau, Eric - 2001

Persistent link: https://www.econbiz.de/10001564642

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

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

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

Volatility clustering, asymmetry and hysteresis in stock returns : international evidence

Crouhy, Michel; Rockinger, Michael - 1994

Persistent link: https://www.econbiz.de/10000907916

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

The tail behavior of stock returns : emerging versus mature markets

Jondeau, Eric; Rockinger, Michael - 1999

Persistent link: https://www.econbiz.de/10001377121

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

ESG investing : from sin stocks to smart beta

Alessandrini, Fabio; Jondeau, Eric - 2019

Research on socially responsible investment in equity markets initially focused on sin stocks. Since then, the availability of data has been extended substantially and now covers environmental, social, and governance (ESG) criteria. Using ESG scores of firms belonging to the MSCI World universe,...

Persistent link: https://www.econbiz.de/10012003160