Michael Rockinger
Université de Lausanne
H-index: 31
Europe-Switzerland
Top articles of Michael Rockinger
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Artificial Neural Network Small-Sample-Bias-Corrections of the AR (1) Parameter Close to Unit Root | Available at SSRN 4748631 | Haozhe Jiang Ostap Okhrin Michael Rockinger | 2024/3/1 |
Do Structured Products Improve Portfolio Performance? A Backtesting Exercise | A Backtesting Exercise | Florian Perusset Michael Rockinger | 2023/6 |
Unfolding the Transitions in Sustainability Reporting | Sustainability | Yao Li Michael Rockinger | 2024/1/17 |
Call Me Maybe: Corporate Bond Prices Upon Missed Call Opportunities | Alexey Ivashchenko Michael Rockinger | 2023 | |
Observations Concerning the Estimation of Hestons’ Stochastic Volatility Model Using HF Data | Available at SSRN | Ostap Okhrin Michael Rockinger Manuel Schmid | 2023/10/13 |
Determinants of the Patient-General Practitioner Gender Concordance and Medical Deserts | Available at SSRN 4602105 | Karine Lamiraud Morgane Le Guern Michael Rockinger Christine Sevilla-Dedieu | 2023/9/25 |
Distributional properties of continuous time processes: from CIR to bates | AStA Advances in Statistical Analysis | Ostap Okhrin Michael Rockinger Manuel Schmid | 2023/9 |
Call Me Maybe: Anomalies in Callable Bond Prices | Available at SSRN | Alexey Ivashchenko Michael Rockinger | 2023/7/21 |
Rebalancing with transaction costs: theory, simulations, and actual data | Financial Markets and Portfolio Management | Rim El Bernoussi Michael Rockinger | 2023/6 |
Simulating the Cox–Ingersoll–Ross and Heston processes: matching the first four moments | Journal of Computational Finance | Ostap Okhrin Michael Rockinger Manuel Schmid | 2022/7/24 |
Combining Value-at-Risk and Expected Shortfall Forecasts using Machine Learning Techniques | Advancing Systematic and Factor Investing Strategies using Alternative Data and Machine Learning | Stefan Mittnik Halbleib Winfried Pohlmeier Artem Prokhorov Michael Rockinger | 2021/9 |
Co-Authors
