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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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ML vs GMM estimates of hybrid macroeconomic models (with an application to the "new Phillips curve")
Jondeau, Eric (contributor); Le Bihan, Hervé (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827864
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Assessing generalized method-of-moments estimates of the federal reserve reaction function
Jondeau, Eric; Le Bihan, Hervé; Gallés, Clémentine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 225-239
Persistent link: https://www.econbiz.de/10002037127
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Does correlation between stock returns really increase during turbulent periods?
Chesnay, François; Jondeau, Eric - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 1, pp. 53-80
Persistent link: https://www.econbiz.de/10001571084
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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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Assessing GMM estimates of the federal reserve reaction
Florens, Clémentine; Jondeau, Eric; Le Bihan, Hervé - 2001
Persistent link: https://www.econbiz.de/10001575972
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Le contenu en information de la pente des taux : application au cas des titres publics français
Jondeau, Eric; Ricart, Roland - In: Economie & prévision : EP (1999) 4/5, pp. 1-20
Persistent link: https://www.econbiz.de/10001490852
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Does correlation between stock returns really increase during turbulent period?
Chesnay, François; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001496182
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Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine; Jondeau, Eric - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 545-568
Persistent link: https://www.econbiz.de/10001437430
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Entropy densities
Rockinger, Michael; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001526535