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Testing for differences in the...
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21
Reading PIBOR futures options smiles : the 1997 snap election
Coutant, Sophie
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1957-1987
Persistent link: https://www.econbiz.de/10001617901
Saved in:
22
Portfolio allocation in transition economies
Jondeau, Eric
;
Rockinger, Michael
-
2001
Persistent link: https://www.econbiz.de/10001629392
Saved in:
23
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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24
Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
-
2000
Persistent link: https://www.econbiz.de/10001534321
Saved in:
25
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:
26
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:
27
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:
28
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
Saved in:
29
Asset allocation in transition economies
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827664
Saved in:
30
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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