Concepedia

Éric Jondeau

ÉJ

68

Publications

6K

Citations

38

H-Index

1992

Active since

Affiliations

Swiss Finance Institute(Current)

University of Lausanne

Banque de France

Centre for Economic Policy Research

HEC Paris

Éric Jondeau is an author at Swiss Finance Institute specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingManagementStatisticsMacroeconomicsEconomic AnalysisFinancial EconomicsEconometrics

Publications per year

1992–2024

68

Publications

68

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

Éric Jondeau, Michael Rockinger · Journal of International Money and Finance · 2006 · 772 citations

Empirical Finance, Conditional Dependencies, Economics +8

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

Éric Jondeau, Michael Rockinger · Journal of Economic Dynamics and Control · 2003 · 566 citations

Volatility Modeling, Financial Economics, Asset Pricing +6

Optimal Portfolio Allocation under Higher Moments

Éric Jondeau, Michael Rockinger · European Financial Management · 2006 · 421 citations · Full text

Gram–Charlier densities

Éric Jondeau, Michael Rockinger · Journal of Economic Dynamics and Control · 2001 · 268 citations

Systemic Risk in Europe

Robert F. Engle, Éric Jondeau, Michael Rockinger · European Finance Review · 2014 · 234 citations · Full text

Rows per page

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