M. Rockinger

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
Distributional properties of continuous time processes: from CIR to bates AStA. Advances in Statistical Analysis	2023-11-15	Paper
Periodic or generational actuarial tables: which one to choose? European Actuarial Journal	2020-03-06	Paper
Density functionals, with an option-pricing application Econometric Theory	2018-12-14	Paper
Fourth order pseudo maximum likelihood methods Journal of Econometrics	2016-08-12	Paper
Volatility clustering, asymmetry and hysteresis in stock returns: International evidence Asia-Pacific Financial Markets	2009-02-06	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
scientific article; zbMATH DE number 2042812 (Why is no real title available?)	2004-02-15	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
The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions Econometrica	1997-10-20	Paper

Research outcomes over time

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