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Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001534321
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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
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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
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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
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The allocation of assets under higher moments
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
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Asset allocation in transition economies
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827664
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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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Entropy densities
Rockinger, Michael; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001526535
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Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001526562
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Reading the smile: the message conveyed by methods which infer risk neutral densities
Jondeau, Eric; Rockinger, Michael - In: Journal of international money and finance 19 (2000) 6, pp. 885-915
Persistent link: https://www.econbiz.de/10001527355