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18
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15
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User's guide
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1739-1742
Persistent link: https://www.econbiz.de/10001755419
Saved in:
2
Les déterminants économiques de l'évolution du dollar
Jondeau, Eric
-
1994
Persistent link: https://www.econbiz.de/10000884302
Saved in:
3
Modèle de prévision et allocation d'actifs
Jondeau, Eric
-
1994
Persistent link: https://www.econbiz.de/10000894322
Saved in:
4
Contemporaneous aggregation of GARCH models and evaluation of the aggregation bias
Jondeau, Eric
-
2008
It is well known that the class of strong (Generalized) AutoRegressive Conditional Heteroskedasticity (or GARCH) processes is not closed under contemporaneous aggregation. This paper provides the dynamics followed by the aggregate process when the individual persistence parameters are drawn from...
Persistent link: https://www.econbiz.de/10003961421
Saved in:
5
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
6
Les modèles monétaires de taux de change : un réexamen empirique
Jondeau, Eric
- In:
Economie & prévision : EP
(
1996
),
pp. 53-65
Persistent link: https://www.econbiz.de/10001208697
Saved in:
7
La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise?
Jondeau, Eric
- In:
Annales d'économie et de statistique
(
2001
),
pp. 139-174
Persistent link: https://www.econbiz.de/10001612477
Saved in:
8
La mesure du ratio rendement-risque à partir du marché des euro-devises
Jondeau, Eric
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10001544135
Saved in:
9
La soutenabilité de la politique budgétaire
Jondeau, Eric
- In:
Economie & prévision : EP
(
1992
),
pp. 1-17
Persistent link: https://www.econbiz.de/10001129310
Saved in:
10
Allocation d'actifs et prévision des rendements
Jondeau, Eric
- In:
Finance : revue de l'Association Française de Finance
18
(
1997
)
2
,
pp. 67-81
Persistent link: https://www.econbiz.de/10001247902
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