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Rockinger, Michael
20
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12
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11
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4
Holly, Alberto
4
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3
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OLC EcoSci
ECONIS (ZBW)
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1
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 278-294
Persistent link: https://www.econbiz.de/10008997621
Saved in:
2
A random linear functional approach to efficiency bounds
Holly, Alberto
- In:
Journal of econometrics
65
(
1995
)
1
,
pp. 235-262
Persistent link: https://www.econbiz.de/10006798490
Saved in:
3
ANALYSEN - Schwerpunkt: Reform des Risikostrukturausgleichs - Ein neues gesundheitsbasiertes Risikoausgleichssystem für die Schweiz
Holly, Alberto
;
Gardiol, Lucien
;
Eggli, Yves
;
Yalcin, Tarik
- In:
Gesundheit und Gesellschaft : G + G ; das AOK-Forum …
(
2005
),
pp. 16-31
Persistent link: https://www.econbiz.de/10005922712
Saved in:
4
An econometric model of health care utilization and health insurance in Switzerland
Holly, Alberto
;
Gardiol, Lucien
;
Domenighetti, Gianfranco
; …
- In:
European economic review : EER
42
(
1998
)
3-5
,
pp. 513-522
Persistent link: https://www.econbiz.de/10007692986
Saved in:
5
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10009871020
Saved in:
6
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:
7
The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions
Abadir, Karim M.
;
Rockinger, Michael
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1221-1226
Persistent link: https://www.econbiz.de/10006791683
Saved in:
8
Reading PIBOR futures options smiles: The 1997 snap election
Coutant, Sophie
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1957-1988
Persistent link: https://www.econbiz.de/10005891873
Saved in:
9
Optimal Portfolio Allocation under Higher Moments
Jondeau, Eric
;
Rockinger, Michael
- In:
European financial management : the journal of the …
12
(
2006
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10005918652
Saved in:
10
A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies
Rockinger, Michael
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10008217219
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