Michael Rockinger

Michael Rockinger

Université de Lausanne - Lausanne / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1088204
Universität Lausanne
person_outline Michael Rockinger's MOST POPULAR ARTICLES
1-) The copula-garch model of conditional dependencies: An international stock market applicationE Jondeau, M RockingerJournal of international money and finance 25 (5), 827-853, 20069382006
2-) Extreme value dependence in financial markets: Diagnostics, models, and financial implicationsSH Poon, M Rockinger, J TawnThe Review of Financial Studies 17 (2), 581-610, 20047102004
3-) Conditional volatility, skewness, and kurtosis: existence, persistence, and comovementsE Jondeau, M RockingerJournal of Economic dynamics and Control 27 (10), 1699-1737, 20036202003
4-) Optimal portfolio allocation under higher momentsE Jondeau, M RockingerEuropean Financial Management 12 (1), 29-55, 20065912006
5-) Financial modeling under non-Gaussian distributionsE Jondeau, SH Poon, M RockingerSpringer Science & Business Media, 20075722007