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Abadir, Karim M.
28
Rockinger, Michael
19
Jondeau, Eric
11
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6
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4
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Econometric theory
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Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of economic dynamics & control
3
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OLC EcoSci
ECONIS (ZBW)
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DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
Abadir, Karim M.
;
Rockinger, Michael
- In:
Econometric theory
19
(
2003
)
5
,
pp. 778-811
Persistent link: https://www.econbiz.de/10006967471
Saved in:
2
The square root of a matrix
Abadir, Karim M.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10010097498
Saved in:
3
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
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4
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:
5
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:
6
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
Saved in:
7
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1484
Persistent link: https://www.econbiz.de/10006774052
Saved in:
8
Systemic risk in Europe
Jondeau, Eric
;
Rockinger, Michael
- In:
Global credit review
3
(
2013
),
pp. 1-6
Persistent link: https://www.econbiz.de/10010160994
Saved in:
9
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
- In:
The review of financial studies
17
(
2013
)
2
,
pp. 581-580
Persistent link: https://www.econbiz.de/10010114479
Saved in:
10
The Evolution of Stock Markets in Transition Economies
Rockinger, Michael
;
Urga, Giovanni
- In:
Journal of comparative economics : the journal of the …
28
(
2000
)
3
,
pp. 456-472
Persistent link: https://www.econbiz.de/10007676173
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