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The Impact of Shocks on Higher...
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151
Estimation of jump-diffusion processes via empirical characteristic functions
Rockinger, Michael
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074581
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152
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436213
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153
Volatility indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
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154
Density functionals, with an option-pricing application
Abadir, Karim Maher
;
Rockinger, Michael
- In:
Econometric theory
19
(
2003
)
5
,
pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
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155
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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156
Market response to earnings announcements and interim reports : an analysis of SBF120 companies
Benos, Alexandros Vassiliou
;
Rockinger, Michael
- In:
Annales d'économie et de statistique
(
2000
),
pp. 151-175
Persistent link: https://www.econbiz.de/10001543406
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157
A time-varying parameter model to test for predictability and integration in the stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001543452
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158
The evolution of stock markets in transition economies
Rockinger, Michael
;
Urga, Giovanni
- In:
Journal of comparative economics : the journal of the …
28
(
2000
)
3
,
pp. 456-472
Persistent link: https://www.econbiz.de/10001520714
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159
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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160
The "devil's horns" problem of inverting confluent characteristic functions
Abadir, Karim Maher
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1221-1225
Persistent link: https://www.econbiz.de/10001225108
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