Eric Jondeau

Available identifiers

Publication	Date of Publication	Type
Moment Component Analysis: An Illustration With International Stock Markets	2024-10-23	Paper
Periodic or generational actuarial tables: which one to choose?	2020-03-06	Paper
Asymmetry in tail dependence in equity portfolios	2018-08-15	Paper
Examining bias in estimators of linear rational expectations models under misspecification	2016-06-06	Paper
Estimating aggregate autoregressive processes when only macro data are available	2015-01-14	Paper
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements	2008-10-24	Paper
User's guide	2008-10-24	Paper
Financial modeling under non-Gaussian distributions.	2006-12-27	Paper
Entropy densities with an application to autoregressive conditional skewness and kurtosis.	2003-02-17	Paper
Gram-Charlier densities.	2002-03-03	Paper

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