Discussion paper DP2762 New Extreme-Value Dependence Measures and Finance Applications Michael Rockinger Ser-Huang Poon Jonathan Tawn 24 Apr 2001 Financial Economics C13 C22 G11 G15
Discussion paper DP2346 A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies Michael Rockinger Giovanni Urga 31 Jan 2000 Financial Economics Transition Economics C22 G14 G15
Discussion paper DP2009 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities Michael Rockinger Eric Jondeau 31 Oct 1998 Financial Economics C52 F31 F33 G14 G15
Discussion paper DP2010 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election Michael Rockinger Eric Jondeau Sophie Coutant 31 Oct 1998 Financial Economics C52 E43 E52 G13 G14