M. Rockinger

Available identifiers

zbMath Open rockinger.michaelMaRDI QIDQ737906

List of research outcomes

Publication	Date of Publication	Type
Moment Component Analysis: An Illustration With International Stock Markets	2024-10-23	Paper
Distributional properties of continuous time processes: from CIR to bates	2023-11-15	Paper
Periodic or generational actuarial tables: which one to choose?	2020-03-06	Paper
DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION	2018-12-14	Paper
Fourth order pseudo maximum likelihood methods	2016-08-12	Paper
Volatility clustering, asymmetry and hysteresis in stock returns: International evidence	2009-02-06	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
https://portal.mardi4nfdi.de/entity/Q4450667	2004-02-15	Paper
Entropy densities with an application to autoregressive conditional skewness and kurtosis.	2003-02-17	Paper
Gram-Charlier densities.	2002-03-03	Paper
The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions	1997-10-20	Paper

Research outcomes over time

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