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Jondeau, Eric
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Journal of international money and finance
Research paper series / Swiss Finance Institute
37
Banque de France Working Paper
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The Copula-GARCH model of conditional dependencies : an international stock market application
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 827-853
Persistent link: https://www.econbiz.de/10003405036
Saved in:
2
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
Saved in:
3
The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric
;
Ricart, Roland
- In:
Journal of international money and finance
18
(
1999
)
5
,
pp. 725-750
Persistent link: https://www.econbiz.de/10001415349
Saved in:
4
The Copula-GARCH model of conditional dependencies: An international stock market application
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 827
Persistent link: https://www.econbiz.de/10007278373
Saved in:
5
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. 885-916
Persistent link: https://www.econbiz.de/10006905252
Saved in:
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