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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
Saved in:
2
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
Saved in:
3
Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric
;
Rockinger, Michael
-
2000
Persistent link: https://www.econbiz.de/10001534321
Saved in:
4
Comparaison de méthodes d'extraction d'information à partir d'options de change : le cas du Franc-Deutschemark
Jondeau, Eric
;
Rockinger, Michael
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
1
,
pp. 23-60
Persistent link: https://www.econbiz.de/10001475125
Saved in:
5
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
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6
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
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7
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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. 1957-1987
Persistent link: https://www.econbiz.de/10001617901
Saved in:
9
Conditional dependency of financial series : an application of copulas
Rockinger, Michael
;
Jondeau, Eric
-
2001
Persistent link: https://www.econbiz.de/10001564642
Saved in:
10
Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
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