Rockinger, Michael.
Rockinger, Michael, 1961-
Rockinger, Michael, 19..-....
Rockinger, G. Michael
Michael Rockinger
Rockinger, Georg Michael
VIAF ID: 36994108 ( Personal )
Permalink: http://viaf.org/viaf/36994108
Preferred Forms
- 100 0 _ ‡a Michael Rockinger
- 200 _ | ‡a Rockinger ‡b Michael ‡f 1961-....
- 100 1 _ ‡a Rockinger, G. Michael
- 100 1 0 ‡a Rockinger, Georg Michael
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- 100 1 0 ‡a Rockinger, Michael
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- 100 1 _ ‡a Rockinger, Michael ‡d 1961-
- 100 1 _ ‡a Rockinger, Michael, ‡d 19..-....
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4xx's: Alternate Name Forms (19)
5xx's: Related Names (6)
- 510 2 _ ‡a Groupe HEC Jouy-en-Josas, Yvelines, Direction de la recherche
- 510 2 _ ‡a Harvard University
- 510 2 _ ‡a Swiss Finance Institute
- 510 2 _ ‡a Université de Lausanne ‡b École des Hautes Études Commerciales ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université de Lausanne / École des Hautes Études Commerciales (HEC) / Institut de Banque et Finance (IBF)
- 510 2 _ ‡a École des Hautes Études Commerciales
Works
Title | Sources |
---|---|
Approches modernes pour l'analyse non linéaire de données de séries chronologiques économiques et financières. | |
Conditional dependency of financial series an application of copulas | |
Conditional volatility, skewness and kurtosis existence and persistence | |
Density-embedding functions | |
Determinants of capital flows to mutual funds | |
devil's horns a problem with the densities or AR statistics | |
Entropy densities | |
Essays in international finance : risk, jumps and diversification | |
Estimating Gram-Charlier expansions under positivity constraints | |
Estimation et interprétation des densités neutres au risque une comparaison de méthodes | |
Exact and approximate distribution of the T ratio test statistic in an AR(1) model | |
Financial modeling under non-gaussian distributions | |
Information content of Russian stock indices | |
Investment incentives in endogenously growing economies | |
Investments based on finance lectures given at the Collège des Ingénieurs | |
A la recherche des facteurs de croissance une comparaison Somalie-Taiwan-USA | |
De l'extraction non-paramétrique de la densité risque neutre | |
Long memory, volatility and portfolio management. | |
Macroéconomie | |
Market response to earnings announcements and interim reports : an analysis of SBF120 Companies = La réaction de la Bourse aux annonces de résultats des entreprises françaises : le cas des membres du SBF120 | |
Mémoire longue, volatilité et gestion de portefeuille | |
La modélisation du prix des actifs financiers | |
Modern approaches for nonlinear data analysis of economic and financial time series | |
New extreme-value dependance measures and finance applications | |
On stock market returns and returns on investment | |
Portfolio allocation in transition economies | |
Reading interest rate and bond futures options' smiles how PIBOR and notional operators appreciated the 1997 french snap election | |
Reading the smile the message conveyed by methods which infer risk neutral densities | |
role of higher moments in high-frequency data modelling | |
Study of precise methods of approximation of stochastic differential equations or deterministic partial differential equations in Finance. | |
tail behavior of stock returns emerging versus mature markets | |
Testing the Fisher relation the Russian case | |
Three essays in financial econometrics. | |
time varying parameter model to test for predictability and integration in stock markets of transition economies | |
Trois essais d'économie financière | |
Volatility clustering, asymmetry and hysteresis in stock returns international evidence | |
Volatility indices for the French financial market |