Narrow search
Showing 1 - 7 of 7
Cover Image
Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001534321
Cover Image
Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001575962
Cover Image
Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001539613
Cover Image
Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap selection
Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000989565
Cover Image
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric; Rockinger, Michael - 1997
Persistent link: https://www.econbiz.de/10000972674
Cover Image
Estimating Gram-Charlier expansions with positivity constraints
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001363697
Cover Image
The tail behavior of stock returns : emerging versus mature markets
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001381768