Skip to contents Schmid, Manuel [Author] ; Okhrin, Ostap [Degree supervisor]; Rockinger, Michael [Degree supervisor] Technische Universität Dresden The role of higher moments in high-frequency data modelling Books View online Schließen > Access ... to E-book via Resolving system Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden, [2021?] El Bernoussi, Rim [Author] ; Rockinger, Michael [Other] Rebalancing With Transaction Costs : Theory, Simulations, and Actual Data Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Jondeau, Eric [Author] ; Rockinger, Michael [Other] Gram-Charlier Densities (Revised version) Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Banque de France Working Paper ; No. 56 Jondeau, Eric [Author] ; Rockinger, Michael [Other] On the Importance of Time Variability in Higher Moments for Asset Allocation Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Abadir, Karim M. [Author] ; Rockinger, Michael [Other] Density Functionals, with an Option-Pricing Application Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Tail Behavior of Stock Returns : Emerging Versus Mature Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Banque de France Working Paper ; No. 66 Jondeau, Eric [Author] ; Rockinger, Michael [Other] Asset Allocation in Transition Economies Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 90 Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Bank Bias : Segmentation of French Fund Families Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 107 Jondeau, Eric [Author] ; Rockinger, Michael [Other] Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 77 Jondeau, Eric [Author] ; Rockinger, Michael [Other] Entropy Densities : With an Application to Autoregressive Conditional Skewness and Kurtosis Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 79 Jondeau, Eric [Author] ; Rockinger, Michael [Other] Optimal Portfolio Allocation Under Higher Moments Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 108 Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Economic Value of Distributional Timing Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: Swiss Finance Institute Research Paper ; No. 06-35 Jondeau, Eric [Author] ; Rockinger, Michael [Other] Conditional Asset Allocation Under Non-Normality : How Costly is the Mean-Variance Criterion? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2005] Jondeau, Eric [Author] ; Rockinger, Michael [Other] Optimal Portfolio Allocation Under Higher Moments Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Allocation of Assets Under Higher Moments Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003] Jondeau, Eric [Author] ; Rockinger, Michael [Other] Conditional Dependency of Financial Series : The Copula-Garch Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003] Rockinger, Michael [Author] ; Jondeau, Eric [Other] Conditional Dependency of Financial Series : An Application of Copulas Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 82 Rockinger, Michael [Author] ; Semenova, Maria [Other] Estimation of Jump-Diffusion Processes Via Empirical Characteristic Functions Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Rockinger, Michael [Author] ; Poon, Ser-Huang [Other]; Tawn, Jonathan [Other] Modelling Extreme-Value Dependence in International Stock Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002] Rockinger, Michael [Author] ; Jondeau, Eric [Other] Portfolio Allocation in Transition Economies Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002]
Schmid, Manuel [Author] ; Okhrin, Ostap [Degree supervisor]; Rockinger, Michael [Degree supervisor] Technische Universität Dresden The role of higher moments in high-frequency data modelling Books View online Schließen > Access ... to E-book via Resolving system Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dresden, [2021?]
El Bernoussi, Rim [Author] ; Rockinger, Michael [Other] Rebalancing With Transaction Costs : Theory, Simulations, and Actual Data Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Gram-Charlier Densities (Revised version) Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Banque de France Working Paper ; No. 56
Jondeau, Eric [Author] ; Rockinger, Michael [Other] On the Importance of Time Variability in Higher Moments for Asset Allocation Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Abadir, Karim M. [Author] ; Rockinger, Michael [Other] Density Functionals, with an Option-Pricing Application Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Tail Behavior of Stock Returns : Emerging Versus Mature Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Banque de France Working Paper ; No. 66
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Asset Allocation in Transition Economies Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 90
Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Bank Bias : Segmentation of French Fund Families Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 107
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 77
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Entropy Densities : With an Application to Autoregressive Conditional Skewness and Kurtosis Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 79
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Optimal Portfolio Allocation Under Higher Moments Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 108
Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Economic Value of Distributional Timing Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: Swiss Finance Institute Research Paper ; No. 06-35
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Conditional Asset Allocation Under Non-Normality : How Costly is the Mean-Variance Criterion? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2005]
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Optimal Portfolio Allocation Under Higher Moments Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006]
Jondeau, Eric [Author] ; Rockinger, Michael [Other] The Allocation of Assets Under Higher Moments Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003]
Jondeau, Eric [Author] ; Rockinger, Michael [Other] Conditional Dependency of Financial Series : The Copula-Garch Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003]
Rockinger, Michael [Author] ; Jondeau, Eric [Other] Conditional Dependency of Financial Series : An Application of Copulas Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 82
Rockinger, Michael [Author] ; Semenova, Maria [Other] Estimation of Jump-Diffusion Processes Via Empirical Characteristic Functions Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006]
Rockinger, Michael [Author] ; Poon, Ser-Huang [Other]; Tawn, Jonathan [Other] Modelling Extreme-Value Dependence in International Stock Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002]
Rockinger, Michael [Author] ; Jondeau, Eric [Other] Portfolio Allocation in Transition Economies Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2002]
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