| The copula-GARCH model of conditional dependencies: An international stock market application E Jondeau, M Rockinger Journal of International Money and Finance 25, 827-853, 2006 | 854 | 2006 |
| Conditional volatility, skewness, and kurtosis: Existence, persistence, and comvements E Jondeau, M Rockinger Journal of Economic Dynamics and Control 27 (10), 1699-1737, 2003 | 538 | 2003 |
| Financial Modeling Under Non-Gaussian Distributions E Jondeau, SH Poon, M Rockinger Springer-Verlag, London, 2007 | 472 | 2007 |
| Optimal Portfolio Allocation Under Higher Moments E Jondeau, M Rockinger European Financial Management, 2006 | 469 | 2006 |
| Gram–Charlier densities E Jondeau, M Rockinger Journal of Economic Dynamics and Control 25 (10), 1457-1483, 2001 | 283 | 2001 |
| Systemic risk in Europe R Engle, E Jondeau, M Rockinger Review of Finance 19 (1), 145-190, 2015 | 264 | 2015 |
| Entropy densities with an application to autoregressive conditional skewness and kurtosis M Rockinger, E Jondeau Journal of Econometrics 106 (1), 119-142, 2002 | 217 | 2002 |
| Testing for differences in the tails of stock-market returns E Jondeau, M Rockinger Journal of Empirical Finance 10 (5), 559-581, 2003 | 198 | 2003 |
| Reading the smile: the message conveyed by methods which infer risk neutral densities E Jondeau, M Rockinger Journal of International Money and Finance 19 (6), 885-915, 2000 | 154 | 2000 |
| Conditional dependency of financial series: an application of copulas M Rockinger, E Jondeau Banque de France Working Paper No. 82, 2001 | 145 | 2001 |
| Does correlation between stock returns really increase during turbulent periods? F Chesnay, E Jondeau Economic Notes 30 (1), 53-80, 2001 | 143 | 2001 |
| Testing for the New Keynesian Phillips curve. Additional international evidence E Jondeau, H Le Bihan Economic Modelling 22 (3), 521-550, 2005 | 126 | 2005 |
| Testing for a forward-looking Phillips Curve: Additional evidence from European and US data E Jondeau, H Le Bihan Notes d'Etudes et de Recherche 86, 2001 | 95* | 2001 |
| The tail behavior of stock returns: Emerging versus mature markets E Jondeau, M Rockinger Banque de France Working Paper No. 66, 1999 | 94 | 1999 |
| Long-run Causality, with an Application to International Links Between Long‐term Interest Rates C Bruneau, E Jondeau Oxford Bulletin of Economics and Statistics 61 (4), 545-568, 1999 | 87 | 1999 |
| On the importance of time variability in higher moments for asset allocation E Jondeau, M Rockinger Journal of Financial Econometrics 10 (1), 84-123, 2012 | 78* | 2012 |
| The expectations hypothesis of the term structure: tests on US, German, French, and UK euro-rates E Jondeau, R Ricart Journal of International Money and Finance 18 (5), 725-750, 1999 | 74 | 1999 |
| Conditional Volatility, Skewness and Kurtosis: Existence and Persistence E Jondeau, M Rockinger Banque de France, 2000 | 64* | 2000 |
| Optimal monetary policy in an estimated DSGE model of the euro area with cross-country heterogeneity E Jondeau, JG Sahuc Banque de France, 2006 | 61 | 2006 |
| Assessing GMM Estimates of the Federal Reserve Reaction Function C Florens, E Jondeau, H Le Bihan Universite de Paris 12, 01-04, 2001 | 61 | 2001 |
Michael RockingerFaculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
