eric-jondeau documents

Examining bias in estimators of linear rational expectations models under misspecification
Documents Examining bias in estimators of linear rational expectations models under misspecification
Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
Documents Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
User's guide
Documents User's guide
Gram–Charlier densities
Documents Gram–Charlier densities
The Copula-GARCH model of conditional dependencies: An international stock market application
Documents The Copula-GARCH model of conditional dependencies: An international stock market application