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Estimating Gram-Charlier expansions with positivity constraints
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001363697
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Interest rate transmission and volatility transmission along the yield curve
Avouyi-Dovi, Sanvi; Jondeau, Eric - 1999
Persistent link: https://www.econbiz.de/10001363705
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La modélisation de la volatilité des bourses asiatiques
Avouyi-Dovi, Sanvi; Jondeau, Eric - 1999
Persistent link: https://www.econbiz.de/10001363711
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The information content of the French and German government bond yield curves : why such differences?
Jondeau, Eric; Ricart, Roland - 1999
Persistent link: https://www.econbiz.de/10001363733
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Modelling the French swap spread
Avouyi-Dovi, Sanvi; Jondeau, Eric - 1999
Persistent link: https://www.econbiz.de/10001366191
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Forecasting French and German long-term rates using a rational expectations model
Jondeau, Eric; Sédillot, Franck - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 3, pp. 412-436
Persistent link: https://www.econbiz.de/10001408498
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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/10001377121
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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
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Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
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Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001564642