Michael Rockinger
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Age | 63 |
| Date of birth | March 12,1961 |
| Zodiac sign | Pisces |
| H index | 31 |
| Citations | 6,702 |
| Affiliations | University Of Lausanne |
| Interests | Finance |
| Date of Reg. | |
| Date of Upd. | |
| ID | 1687444 |
Financial Modeling Under Non-Gaussian Distributions
Investments
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities
The Devil's Horns: A Problem with the Densities of AR Statistics
Volatility Indices for the French Financial Market
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
Entropy Densities: With an Application to Autoregressive Conditional Skewness and Kurtosis
The Tail Behavior of Stock Returns: Emerging Versus Mature Markets
Determinants of Capital Flows to Mutual Funds
On Stock Market Returns and Returns on Investment
Conditional Dependency of Financial Series: An Application of Copulas
Conditional Volatility, Skewness and Kurtosis: Existence and Persistence
Investments
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence
Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities
The Devil's Horns: A Problem with the Densities of AR Statistics
Volatility Indices for the French Financial Market
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
Entropy Densities: With an Application to Autoregressive Conditional Skewness and Kurtosis
The Tail Behavior of Stock Returns: Emerging Versus Mature Markets
Determinants of Capital Flows to Mutual Funds
On Stock Market Returns and Returns on Investment
Conditional Dependency of Financial Series: An Application of Copulas
Conditional Volatility, Skewness and Kurtosis: Existence and Persistence
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