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1

Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race

JONDEAU, ERIC, ROCKINGER, MICHAEL

Journal:

Journal of Money, Credit and Banking

Year:

2018

Language:

english

File:

PDF, 1.32 MB

english, 2018

2

Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications

Poon, Ser-Huang, Rockinger, Michael, Tawn, Jonathan

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 548 KB

english, 2004

3

Optimal Portfolio Allocation under Higher Moments

Eric Jondeau, Michael Rockinger

Journal:

European Financial Management

Year:

2006

Language:

english

File:

PDF, 224 KB

english, 2006

4

Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements

Eric Jondeau, Michael Rockinger

Journal:

Journal of Economic Dynamics and Control

Year:

2003

Language:

english

File:

PDF, 616 KB

english, 2003

5

The Copula-GARCH model of conditional dependencies: An international stock market application

Eric Jondeau, Michael Rockinger

Journal:

Journal of International Money and Finance

Year:

2006

Language:

english

File:

PDF, 661 KB

english, 2006

6

Reading PIBOR futures options smiles: The 1997 snap election

Sophie Coutant, Eric Jondeau, Michael Rockinger

Journal:

Journal of Banking & Finance

Year:

2001

Language:

english

File:

PDF, 786 KB

english, 2001

7

Estimating the Price Impact of Trades in a High-Frequency Microstructure Model with Jumps

Jondeau, Eric, Lahaye, Jérôme, Rockinger, Michael

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.24 MB

english, 2015

8

On Stock Market Returns and Returns on Investment

Fernando Restoy and G. Michael Rockinger

Journal:

The Journal of Finance

Year:

1994

Language:

english

File:

PDF, 344 KB

english, 1994

9

Moment Component Analysis: An Illustration with International Stock Markets

Jondeau, Eric, Jurczenko, Emmanuel, Rockinger, Michael

Journal:

Journal of Business and Economic Statistics

Year:

2016

Language:

english

File:

PDF, 529 KB

english, 2016

10

Fourth order pseudo maximum likelihood methods

Alberto Holly, Alain Monfort, Michael Rockinger

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 423 KB

english, 2011

11

User's guide

Eric Jondeau, Michael Rockinger

Journal:

Journal of Economic Dynamics and Control

Year:

2003

Language:

english

File:

PDF, 152 KB

english, 2003

12

Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence

MICHEL CROUHY, MICHAEL ROCKINGER

Journal:

Asia-Pacific Financial Markets

Year:

1997

Language:

english

File:

PDF, 331 KB

english, 1997

13

On the Importance of Time Variability in Higher Moments for Asset Allocation

Jondeau, E., Rockinger, M.

Journal:

Journal of Financial Econometrics

Year:

2011

Language:

english

File:

PDF, 537 KB

english, 2011

14

Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data

Amine Jalal, Michael Rockinger

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 257 KB

english, 2008

15

A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies

Michael Rockinger and Giovanni Urga

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 493 KB

english, 2001

16

A Time Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies

Rockinger, Michael, Urga, Giovanni

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 380 KB

english, 2001

17

SPIE Proceedings [SPIE Aerospace/Defense Sensing and Controls - Orlando, FL (Monday 13 April 1998)] Signal Processing, Sensor Fusion, and Target Recognition VII - Pixel-level image fusion: the case of image sequences

Rockinger, Oliver, Fechner, Thomas, Kadar, Ivan

Year:

1998

Language:

english

File:

PDF, 2.53 MB

english, 1998

18

SPIE Proceedings [SPIE Aerospace/Defense Sensing and Controls - Orlando, FL (Monday 13 April 1998)] Signal Processing, Sensor Fusion, and Target Recognition VII - Detection and tracking of small targets in aerial image sequences under unknown sensor motion

Fechner, Thomas, Hach, Rainer, Rockinger, Oliver, Stenger, Andreas, Knappe, Peter, Stahl, Christoph, Kadar, Ivan

Year:

1998

Language:

english

File:

PDF, 3.74 MB

english, 1998

19

Clock-dated phylogeny for 48% of the 700 species of Crotalaria (Fabaceae–Papilionoideae) resolves sections worldwide and implies conserved flower and leaf traits throughout its pantropical range

Rockinger, Alexander, Flores, Andréia Silva, Renner, Susanne S.

Journal:

BMC Evolutionary Biology

Year:

2017

Language:

english

File:

PDF, 5.31 MB

english, 2017

20

Increased autumn productivity permits temperate trees to compensate for spring frost damage

Zohner, Constantin M., Rockinger, Alexander, Renner, Susanne S.

Journal:

New Phytologist

Year:

2018

Language:

english

File:

PDF, 1.04 MB

english, 2018

21

Conditional Dependency of Financial Series: The Copula-GARCH Model

Jondeau, Eric, Rockinger, Michael Michael

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 1.60 MB

english, 2003

22

Enzymatic Kinetic Resolution of 1,3-Dioxolan-4-one and 1,3-Oxathiolan-5-one Derivatives: Synthesis of the Key Intermediate in the Industrial Synthesis of the Nucleoside Reverse Transcriptase Inhibitor AMDOXOVIR

Alfred Popp, Andrea Gilch, Anne-Laure Mersier, Hermann Petersen, Jodoca Rockinger-Mechlem, Jürgen Stohrer

Journal:

Advanced Synthesis & Catalysis

Year:

2004

Language:

english

File:

PDF, 172 KB

english, 2004

23

Gram–Charlier densities

Eric Jondeau, Michael Rockinger

Journal:

Journal of Economic Dynamics and Control

Year:

2001

Language:

english

File:

PDF, 272 KB

english, 2001

24

The influence of the protector thiol L-cystein on the toxic and therapeutic responses of stabilized “activated” cyclophosphamide (4-(S-ethanol)-sulfido-cyclophosphamide)

Georg Voelcker, Peter Laber, Helmut Rockinger, Carla Wientzek, Hans-Jürgen Hohorst

Journal:

Investigational New Drugs

Year:

1984

Language:

english

File:

PDF, 453 KB

english, 1984

25

Entropy densities with an application to autoregressive conditional skewness and kurtosis

Michael Rockinger, Eric Jondeau

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 194 KB

english, 2002

26

The Evolution of Stock Markets in Transition Economies

Michael Rockinger, Giovanni Urga

Journal:

Journal of Comparative Economics

Year:

2000

Language:

english

File:

PDF, 116 KB

english, 2000

27

Reading the smile: the message conveyed by methods which infer risk neutral densities

Eric Jondeau, Michael Rockinger

Journal:

Journal of International Money and Finance

Year:

2000

Language:

english

File:

PDF, 322 KB

english, 2000

28

Cyclodextrin removal of egg triacylglycerols

G. Dressnandt, M. Amann, J. Rockinger-Mechlem

Journal:

Trends in Food Science & Technology

Year:

1995

Language:

english

File:

PDF, 131 KB

english, 1995

29

Testing for differences in the tails of stock-market returns

Eric Jondeau, Michael Rockinger

Journal:

Journal of Empirical Finance

Year:

2003

Language:

english

File:

PDF, 210 KB

english, 2003

30

Aquifex pyrophilus gen. nov. sp. nov., Represents a Novel Group of Marine Hyperthermophilic Hydrogen-Oxidizing Bacteria

Robert Huber, Thomas Wilharm, Dagmar Huber, Antonio Trincone, Siegfried Burggraf, Helmut König, Rachel Reinhard, Ingrid Rockinger, Hans Fricke, Karl O. Stetter

Journal:

Systematic and Applied Microbiology

Year:

1992

Language:

english

File:

PDF, 9.47 MB

english, 1992

31

[IEEE Comput. Soc International Conference on Image Processing - Santa Barbara, CA, USA (26-29 Oct. 1997)] Proceedings of International Conference on Image Processing - Image sequence fusion using a shift-invariant wavelet transform

Year:

1997

Language:

english

File:

PDF, 712 KB

english, 1997

32

Market liquidity and institutional trading during the 2007–8 financial crisis

Poon, Ser-Huang, Rockinger, Michael, Stathopoulos, Konstantinos

Journal:

International Review of Financial Analysis

Year:

2013

Language:

english

File:

PDF, 355 KB

english, 2013

33

Systemic Risk in Europe

Engle, R., Jondeau, E., Rockinger, M.

Journal:

Review of Finance

Year:

2015

Language:

english

File:

PDF, 746 KB

english, 2015

34

Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications

Ser-Huang Poon, Michael Rockinger and Jonathan Tawn

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 549 KB

english, 2004

35

Systemic Risk in Europe

Jondeau, Eric, Rockinger, Michael

Journal:

Global Credit Review

Year:

2013

Language:

english

File:

PDF, 219 KB

english, 2013

36

XIV. Geschichtliches über Tinte und sonstige Schreibbedürfnisse in Bayern

Rockinger, Ludwig

Journal:

Archivalische Zeitschrift

Year:

1880

Language:

german

File:

PDF, 688 KB

german, 1880

37

XIV. Geschichtliches über Tinte und sonstige Schreibbedürfnisse in Bayern

Rockinger, Ludwig

Journal:

Archivalische Zeitschrift

Year:

1879

Language:

german

File:

PDF, 673 KB

german, 1879

38

Nachruf von seinem Amtsnachfolger v. Baumann

Rockinger, Ludwig von

Journal:

Archivalische Zeitschrift

Year:

1915

Language:

german

File:

PDF, 621 KB

german, 1915

39

III. Zwei Urkunden aus den Jahren 1288 und 1312 über Rechtsverhältnisse zwischen Christen und Juden

Rockinger, Ludwig von

Journal:

Archivalische Zeitschrift

Year:

1894

File:

PDF, 427 KB

1894

40

III. Vier Handschriften und ein alter Druck

Rockinger, Ludwig von

Journal:

Archivalische Zeitschrift

Year:

1891

Language:

german

File:

PDF, 394 KB

german, 1891

41

VII. Zur Kunde von Geheimschriften

Rockinger, Ludwig von

Journal:

Archivalische Zeitschrift

Year:

1891

File:

PDF, 120 KB

1891

42

The Impact of Shocks on Higher Moments

Jondeau, E., Rockinger, M.

Journal:

Journal of Financial Econometrics

Year:

2008

Language:

english

File:

PDF, 1.42 MB

english, 2008

43

VI. Zur Bedeutung von Anklängen an römisches Recht in bayerischen Urkunden des 15. Jahrhunderts

Rockinger, Ludwig v.

Journal:

Archivalische Zeitschrift

Year:

1894

Language:

german

File:

PDF, 5.55 MB

german, 1894

44

Microstructure des marchés financiers / Financial Market Microstructure || Market Response to Earnings Announcements and Interim Reports: An Analysis of SBF120 Companies

Alexandros Benos and Michael Rockinger

Journal:

Annales d'Économie et de Statistique

Year:

2000

Language:

english

File:

PDF, 2.88 MB

english, 2000

45

SPIE Proceedings [SPIE AeroSense '97 - Orlando, FL (Monday 21 April 1997)] Applications and Science of Artificial Neural Networks III - Learning target masks in infrared linescan imagery

Fechner, Thomas, Rockinger, Oliver, Vogler, Axel, Knappe, Peter, Rogers, Steven K.

Year:

1997

Language:

english

File:

PDF, 1.07 MB

english, 1997

46

DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION

Abadir, Karim M., Rockinger, Michael

Journal:

Econometric Theory

Year:

2003

Language:

english

File:

PDF, 309 KB

english, 2003

47

Chromosome number reduction in the sister clade of Carica papaya with concomitant genome size doubling

Rockinger, A., Sousa, A., Carvalho, F. A., Renner, S. S.

Journal:

American Journal of Botany

Year:

2016

Language:

english

File:

PDF, 1.41 MB

english, 2016

48

The "Devil's Horns" Problem of Inverting Confluent Characteristic Functions

Abadir, Karim M., Rockinger, Michael

Journal:

Year:

1997

Language:

english

File:

PDF, 238 KB

english, 1997

49

Density Functionals, with an Option-Pricing Application

Karim M. Abadir and Michael Rockinger

Journal:

Econometric Theory

Year:

2003

Language:

english

File:

PDF, 2.75 MB

english, 2003

50

Lectotypifications and taxonomic changes in Brazilian Crotalaria L. (Leguminosae)

FLORES, ANDRÉIA SILVA, ROCKINGER, ALEXANDER, RODRIGUES, RODRIGO SCHÜTZ, TOZZI, ANA MARIA GOULART DE AZEVEDO

Journal:

Year:

2016

Language:

english

File:

PDF, 172 KB

english, 2016