Eric Jondeau

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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