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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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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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Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001534321
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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
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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 under positivity constraints
Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000997033
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Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap election
Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000987965
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Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap selection
Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10000989565
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The tail behavior of stock returns : emerging versus mature markets
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001377121
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The tail behavior of stock returns : emerging versus mature markets
Jondeau, Eric; Rockinger, Michael - 1999
Persistent link: https://www.econbiz.de/10001381768