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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

Allocation d'actifs et prévision des rendements

Jondeau, Eric - In: Finance : revue de l'Association Française de Finance 18 (1997) 2, pp. 67-81

Persistent link: https://www.econbiz.de/10001247902

Les modèles monétaires de taux de change : un réexamen empirique

Jondeau, Eric - In: Economie & prévision : EP (1996), pp. 53-65

Persistent link: https://www.econbiz.de/10001208697

Modèle de prévision et allocation d'actifs

Jondeau, Eric - 1994

Persistent link: https://www.econbiz.de/10000894322

Représentation VAR et test de la théorie des anticipations de la structure par terme

Jondeau, Eric - 1997

Persistent link: https://www.econbiz.de/10000968630

Contemporaneous aggregation of GARCH models and evaluation of the aggregation bias

Jondeau, Eric - 2008

It is well known that the class of strong (Generalized) AutoRegressive Conditional Heteroskedasticity (or GARCH) processes is not closed under contemporaneous aggregation. This paper provides the dynamics followed by the aggregate process when the individual persistence parameters are drawn from...

Persistent link: https://www.econbiz.de/10003961421