Michael Rockinger
Œuvres (8)
Estimating Gram-Charlier expansions under positivity constraints
Estimating Gram-Charlier expansions under positivity constraints
1998
The tail behavior of stock returns
The tail behavior of stock returns
1999
Determinants of capital flows to mutual funds
Determinants of capital flows to mutual funds
1995
On stock market returns and returns on investment
On stock market returns and returns on investment
1993
Estimation et interprétation des densités neutres au risque
Estimation et interprétation des densités neutres au risque
1997
Information content of Russian stock indices
Information content of Russian stock indices
1997
Reading the smile
Reading the smile
1997
Reading interest rate and bond futures options' smiles
Reading interest rate and bond futures options' smiles
1998