Narrow search
Showing 1 - 5 of 5
Cover Image
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Cover Image
The allocation of assets under higher moments
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
Cover Image
Conditional asset allocation under non-normality : how costly is the mean-variance criterion?
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10002635210
Cover Image
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine (contributor); Rockinger, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436213
Cover Image
Estimation of jump-diffusion processes via empirical characteristic functions
Rockinger, Michael (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003074581