Eric Jondeau

Université de Lausanne - Lausanne / Switzerland

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1088216

Universität Lausanne

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Eric Jondeau's MOST POPULAR ARTICLES

1-) The copula-GARCH model of conditional dependencies: An international stock market application Journal of International Money and Finance 25, 827-853, 2006

2-) Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements Journal of Economic Dynamics and Control 27 (10), 1699-1737, 2003

3-) Optimal Portfolio Allocation Under Higher Moments European Financial Management, 2006

4-) Financial Modeling Under Non-Gaussian Distributions Springer-Verlag, London, 2007

5-) Systemic risk in Europe Review of Finance 19 (1), 145-190, 2015

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