The Copula-GARCH model of conditional dependencies: An international stock market application von Jondeau, Eric, Rockinger, Michael

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Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race von JONDEAU, ERIC, ROCKINGER, MICHAEL

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Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data von Jalal, Amine, Rockinger, Michael

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Rebalancing with transaction costs: theory, simulations, and actual data von El Bernoussi, Rim, Rockinger, Michael

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Moment Component Analysis: An Illustration With International Stock Markets von Jondeau, Eric, Jurczenko, Emmanuel, Rockinger, Michael

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Systemic Risk in Europe von Engle, Robert, Jondeau, Eric, Rockinger, Michael

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Unfolding the Transitions in Sustainability Reporting von Li, Yao, Rockinger, Michael

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Artificial neural network small‐sample‐bias‐corrections of the AR(1) parameter close to unit root von Jiang, Haozhe, Okhrin, Ostap, Rockinger, Michael

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Distributional properties of continuous time processes: from CIR to bates von Okhrin, Ostap, Rockinger, Michael, Schmid, Manuel

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Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements von Jondeau, Eric, Rockinger, Michael

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Optimal Portfolio Allocation under Higher Moments von Jondeau, Eric, Rockinger, Michael

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Estimating the price impact of trades in a high-frequency microstructure model with jumps von Jondeau, Eric, Lahaye, Jérôme, Rockinger, Michael

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Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications von Poon, Ser-Huang, Rockinger, Michael, Tawn, Jonathan

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On the Importance of Time Variability in Higher Moments for Asset Allocation von Jondeau, Eric, Rockinger, Michael

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Testing for differences in the tails of stock-market returns von Jondeau, Eric, Rockinger, Michael

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Financial Modeling under Non-Gaussian Distributions von Jondeau, Eric, Poon, Ser-Huang, Rockinger, Michael

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Periodic or generational actuarial tables: which one to choose? von Arnold, Séverine, Jijiie, Anca, Jondeau, Eric, Rockinger, Michael

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Fourth order pseudo maximum likelihood methods von Holly, Alberto, Monfort, Alain, Rockinger, Michael

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Gram–Charlier densities von Jondeau, Eric, Rockinger, Michael

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Market liquidity and institutional trading during the 2007–8 financial crisis von Poon, Ser-Huang, Rockinger, Michael, Stathopoulos, Konstantinos

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