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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916
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A la recherche des facteurs de croissance : une comparaison Somalie - Taiwan - USA
Rockinger, Michael; Dufour, David - 1994
Persistent link: https://www.econbiz.de/10000907943
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000980116
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Information content of Russian stock indices
Rockinger, Michael; Urga, Giovanni - 1997
Persistent link: https://www.econbiz.de/10000981414
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000986989
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New extreme-value dependance measures and finance applications
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan - 2001
Persistent link: https://www.econbiz.de/10001564644
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10013422978
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New extreme-value dependence measures and finance applications
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan - 2001
Persistent link: https://www.econbiz.de/10013423369
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Simulating the Cox-Ingersoll-Ross and Heston processes : matching the first four moments
Okhrin, Ostap; Rockinger, Michael; Schmid, Manuel - In: The journal of computational finance 26 (2022) 2, pp. 1-52
Persistent link: https://www.econbiz.de/10013549657
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Rebalancing with transaction costs : theory, simulations, and actual data
El Bernoussi, Rim; Rockinger, Michael - In: Financial markets and portfolio management 37 (2023) 2, pp. 121-160
Persistent link: https://www.econbiz.de/10014321843