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Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916
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Volatility indices for the French financial market
Crouhy, Michel; Rockinger, Michael - 1996
Persistent link: https://www.econbiz.de/10000936195
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Volatility indices for the French financial market
Crouhy, Michel - In: Finance : revue de l'Association Française de Finance 18 (1997) 2, pp. 29-50
Persistent link: https://www.econbiz.de/10001247906
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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
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Determinants of capital flows to mutual funds
Rockinger, Michael - 1995
Persistent link: https://www.econbiz.de/10000930664
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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
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Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001534321
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Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto; Rockinger, Michael - 1987 - Rev
Persistent link: https://www.econbiz.de/10000738177
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Information content of Russian stock indices
Rockinger, Michael; Urga, Giovanni - 1997
Persistent link: https://www.econbiz.de/10000972123
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Testing the Fisher relation : the Russian case
Granville, Brigitte; Rockinger, Michael - 1997
Persistent link: https://www.econbiz.de/10000976996