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Rockinger, Michael
46  Ergebnisse:
Personensuche X
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1

Unfolding the Transitions in Sustainability Reporting:

Li, Yao ; Rockinger, Michael
Sustainability.  16 (2024)  2 - p. 809 , 2024
Link: https://doi.org/10.3390/..
 
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2

Distributional properties of continuous time processes: fro..:

Okhrin, Ostap ; Rockinger, Michael ; Schmid, Manuel
AStA Advances in Statistical Analysis.  107 (2022)  3 - p. 397-419 , 2022
Link: https://doi.org/10.1007/..
 
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3

Rebalancing with transaction costs: theory, simulations, an..:

El Bernoussi, Rim ; Rockinger, Michael
Financial Markets and Portfolio Management.  37 (2022)  2 - p. 121-160 , 2022
Link: https://doi.org/10.1007/..
 
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4

Periodic or generational actuarial tables: which one to cho..:

Arnold, Séverine ; Jijiie, Anca ; Jondeau, Eric.
European Actuarial Journal.  9 (2019)  2 - p. 519-554 , 2019
Link: https://doi.org/10.1007/..
 
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5

Predicting Long‐Term Financial Returns: VAR versus DSGE Mod..:

JONDEAU, ERIC ; ROCKINGER, MICHAEL
Journal of Money, Credit and Banking.  51 (2018)  8 - p. 2239-2291 , 2018
Link: https://doi.org/10.1111/..
 
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6

Moment Component Analysis: An Illustration With Internation..:

Jondeau, Eric ; Jurczenko, Emmanuel ; Rockinger, Michael
Journal of Business & Economic Statistics.  36 (2018)  4 - p. 576-598 , 2018
Link: https://www.jstor.org/st..
 
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7

Moment Component Analysis: An Illustration With Internation..:

Jondeau, Eric ; Jurczenko, Emmanuel ; Rockinger, Michael
Journal of Business & Economic Statistics.  36 (2017)  4 - p. 576-598 , 2017
Link: https://doi.org/10.1080/..
 
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8

Estimating the price impact of trades in a high-frequency m..:

Jondeau, Eric ; Lahaye, Jérôme ; Rockinger, Michael
Journal of Banking & Finance.  61 (2015)  - p. S205-S224 , 2015
Link: https://doi.org/10.1016/..
 
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9

Systemic Risk in Europe*:

Engle, Robert ; Jondeau, Eric ; Rockinger, Michael
Review of Finance.  19 (2014)  1 - p. 145-190 , 2014
Link: https://doi.org/10.1093/..
 
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10

Market liquidity and institutional trading during the 2007–..:

Poon, Ser-Huang ; Rockinger, Michael ; Stathopoulos, Konstantinos
International Review of Financial Analysis.  30 (2013)  - p. 86-97 , 2013
Link: https://doi.org/10.1016/..
 
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11

Fourth order pseudo maximum likelihood methods:

Holly, Alberto ; Monfort, Alain ; Rockinger, Michael
Journal of Econometrics.  162 (2011)  2 - p. 278-293 , 2011
Link: https://doi.org/10.1016/..
 
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12

Predicting tail-related risk measures: The consequences of ..:

Jalal, Amine ; Rockinger, Michael
Journal of Empirical Finance.  15 (2008)  5 - p. 868-877 , 2008
Link: https://doi.org/10.1016/..
 
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13

Optimal Portfolio Allocation under Higher Moments:

Jondeau, Eric ; Rockinger, Michael
European Financial Management.  12 (2006)  1 - p. 29-55 , 2006
Link: https://doi.org/10.1111/..
 
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14

The Copula-GARCH model of conditional dependencies: An inte..:

Jondeau, Eric ; Rockinger, Michael
Journal of International Money and Finance.  25 (2006)  5 - p. 827-853 , 2006
Link: https://doi.org/10.1016/..
 
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15

Extreme Value Dependence in Financial Markets: Diagnostics,..:

Poon, Ser-Huang ; Rockinger, Michael ; Tawn, Jonathan
The Review of Financial Studies.  17 (2004)  2 - p. 581-610 , 2004
Link: https://www.jstor.org/st..
 
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