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16篇 您的检索式:作者名="Michael Rockinger"
    题名 作者 年代 出处 被引量
1Volatility Clustering Asymmetry and Hysteresis in Stock Returns: International Evidence 显示文摘Michel Crouhy Michael Rockinger 1997Asia-Pacific Financial Markets1997,4,1:1
2Optimal portfolio allocation under higher moments显示文摘Eric Jondeau Michael Rockinger 2006European Financial Management2006,12,1:1
3Testing for differences in the tails of stock-market returns显示文摘Eric Jondeau Michael Rockinger 2003Journal of Empirical Finance2003,,5:1
4The evolution of stock markets in transition economics显示文摘Michael Rockinger Giovanni Urga 2000Journal of Comparative Economics2000,28,2:1
5Extreme Value Dependence in Financial Markets: Diagnostics, Models and Financial Implications显示文摘Poon Ser-Huang Michael Rockinger 2004Review of Financial Studies2004,17,2:1
6The evolution of stock markets in transition economics显示文摘Rockinger Michael Urga Giovanni 2000Journal of Comparative Economics2000,28,:1
7The Copula - GARCH Model of Conditional Dependencies : An International Stock Mar- ket Application 显示文摘Eric Jondeau Michael Rockinger 2006Journal of International Money and Finance2006,25,5:1
8Conditional dependency of financial series: the copula-GARCH model显示文摘Eric Jondeau Michael Rockinger 2006Journal of International Money and Finance2006,25,5:1
9On stock market returns and returns on investment显示文摘 Fernando Rockinge r G Michael 1994The Journal of Finance1994,,14:1
10The Copula-GARCH model of conditional dependencies- an in- ternational stock market application 显示文摘Eric Jondeau Michael Rockinger 2006Journal of international money and finance2006,25,5:1
11Conditional volatility, skewness, and kurtosis: Existence, persis- tence, and comvements 显示文摘Jondeau Eric Rockinger Michael 2003Journal of Economic Dynamics & Control2003,,27:1
12The Copula-GARCH model of conditional dependencies:An international stock market application显示文摘Eric Jondeau Michael Rockinger 2006Journal of International Money and Finance2006,,:1
13Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence显示文摘MICHEL CROUHY MICHAEL ROCKINGER 1997Asia - Pacific Financial Markets1997,,1:1
14Volatility Clustering Asymmetry and Hysteresis in Stock Returns : International Evidence显示文摘Crouhy Michel and Michael Rockinger 1997Financial Engineering and the Japanese Markets1997,,4:1
15The Copula-GARCH model of conditional dependencies: An international stock market application显示文摘Eric Jondeau Michael Rockinger 2006Journal of International Money and Finance2006,,5:1
16The Copula-GARCH model of conditional dependencies: An international stock market application显示文摘Eric Jondeau Michael Rockinger 2006Journal of International Money and Finance2006,,5:1
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