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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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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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Estimating Gram-Charlier expansions with positivity constraints
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001363697
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Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001564642
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Entropy densities
Rockinger, Michael; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001526535
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Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001526562
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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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Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001539613
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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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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