Michael Rockinger

Discipline

Economies et finances (12) Géographie (4) Gestion et management (1)

Type de document

Rapports (30) Articles (4)

Co-auteur

Date

Source

Mot-clé

spectacle (8) Evidence (8) marché (7) volatilité (6) temps (durée) (6) modèle (6) Time (6) Example (6) Models (6) investissement (5) Risk (5) Indexes (5) risque (4) information (4) densité (4) Density (4) Methods (4) Series (4) Pricing (4) Markets (4) French (4) Density (4) Methods (4) puits (3) papier (3) méthode (3) index (3) Stock exchanges (3) Paper (3) Matrices (3)

Documents écrit par Michael Rockinger (31) | parle de Michael Rockinger (0)

Swiss Startup Radar 2021 / 2022
Michael Rockinger et al. (2021)
Swiss Startup Radar 2019 / 2020
Michael Rockinger et al. (1 nov. 2019)
Swiss Startup Radar 2018 / 2019
Michael Rockinger et al. (1 nov. 2018)
Fourth order pseudo maximum likelihood methods
Alberto Holly et al. (2008)
Asset Allocation in Transition Economies
Michael Rockinger et al. (1 oct. 2002)
Testing for differences in the tails of stock-market returns
Michael Rockinger et al.
Portfolio allocation in transition economies
Michael Rockinger et al.
New Extreme-Value Dependance Measures and Finance Applications
Ser-Huang Poon et al. (4 févr. 2001)
Conditional Dependency of Financial Series: An Application of Copulas
Michael Rockinger et al.
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
Michael Rockinger et al.
Entropy Densities
Michael Rockinger et al.
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
Michael Rockinger et al. (1998)
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
Michael Rockinger et al. (1998)
Estimating Gram-Charlier Expansions Under Positivity Constraints
Michael Rockinger et al. (1998)
Information Content of Russian Stock Indices
Michael Rockinger et al. (1997)
Estimation et interprétation des densités neutres au risque: une comparaison de méthodes
Michael Rockinger et al. (1997)
Density-embedding Functions
Michael Rockinger et al. (1997)
Testing the Fisher Relation: the Russian Case
Michael Rockinger et al. (1997)
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities
Michael Rockinger et al. (1997)
Volatility Indices for the French Financial Market
Michael Rockinger et al. (1996)
The devil's horns: a problem with the densities of AR statistics
Michael Rockinger et al. (1995)
Determinants of Capital Flow to Mutual Funds
Michael Rockinger (1995)
Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence
Michael Rockinger et al. (1994)
Regime Switching: Evidence for the French Stock Market
Michael Rockinger (1994)
Switching Regressions of Unexpected Macroeconomic Events Explaining the French Stock Index
Michael Rockinger (1994)

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