The following pages link to Eric Jondeau (Q485692):
Displaying 11 items.
- (Q235138) (redirect page) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
- Financial modeling under non-Gaussian distributions. (Q855067) (← links)
- Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
- User's guide (Q951385) (← links)
- Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
- Entropy densities with an application to autoregressive conditional skewness and kurtosis. (Q1858911) (← links)
- Periodic or generational actuarial tables: which one to choose? (Q2303999) (← links)
- Gram-Charlier densities. (Q5958096) (← links)
- Moment Component Analysis: An Illustration With International Stock Markets (Q6623210) (← links)
