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person:"Rockinger, Michael"
~isPartOf:"Les cahiers de recherche / HEC Paris"
~person:"Hassan, M. Kabir"
~type_genre:"Working Paper"
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Rockinger, Michael
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Conditional dependency of financial series : an application of copulas
Rockinger, Michael
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Jondeau, Eric
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2001
Persistent link: https://www.econbiz.de/10001564642
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Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
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2000
Persistent link: https://www.econbiz.de/10001526562
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Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
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