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Disambiguation of "Rockinger, Michael"

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Financial modeling under non-gaussian distributions

, , and . Springer Finance Springer, (2007)

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Oliver Rockinger

Therese Rockinger

Helmut Rockinger

Armin Rockinger

Michael Bode

Le groupe international de sociétés: le système de conflit de lois en droit comparé français et allemand. HU Berlin, (2009)
 

Other publications of authors with the same name

Entropy densities with an application to autoregressive conditional skewness and kurtosis, and . Journal of Econometrics, 106 (1): 119--142 (January 2002)Gram-Charlier densities, and . Journal of Economic Dynamics and Control, 25 (10): 1457--1483 (October 2001)Financial modeling under non-gaussian distributions, , and . Springer Finance Springer, (2007)Reading the smile: the message conveyed by methods which infer risk neutral densities, and . Journal of International Money and Finance, 19 (6): 885--915 (December 2000)Testing for differences in the tails of stock-market returns, and . Journal of Empirical Finance, 10 (5): 559--581 (December 2003)The Copula-GARCH model of conditional dependencies: An international stock market application, and . Journal of International Money and Finance, 25 (5): 827--853 (August 2006)The Evolution of Stock Markets in Transition Economies, and . Journal of Comparative Economics, 28 (3): 456--472 (September 2000)Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements, and . Journal of Economic Dynamics and Control, 27 (10): 1699--1737 (August 2003)Reading PIBOR futures options smiles: The 1997 snap election, , and . Journal of Banking & Finance, 25 (11): 1957--1987 (November 2001)