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1

Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race

JONDEAU, ERIC, ROCKINGER, MICHAEL

Journal:

Journal of Money, Credit and Banking

Année:

2018

Langue:

english

Fichier:

PDF, 1.32 MB

english, 2018

2

Optimal Portfolio Allocation under Higher Moments

Eric Jondeau, Michael Rockinger

Journal:

European Financial Management

Année:

2006

Langue:

english

Fichier:

PDF, 224 KB

english, 2006

3

Plasma Brain Natriuretic Peptide-Guided Therapy to Improve Outcome in Heart Failure: The STARS-BNP Multicenter Study

Patrick Jourdain, Guillaume Jondeau, François Funck, Pascal Gueffet, Alain Le Helloco, Erwan Donal, Jean F. Aupetit, Marie C. Aumont, Michel Galinier, Jean C. Eicher, Alain Cohen-Solal, Yves Juillière

Journal:

Journal of the American College of Cardiology

Année:

2007

Langue:

english

Fichier:

PDF, 995 KB

english, 2007

4

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

Eric Jondeau, Michael Rockinger

Journal:

Journal of Economic Dynamics and Control

Année:

2003

Langue:

english

Fichier:

PDF, 616 KB

english, 2003

5

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

Eric Jondeau, Michael Rockinger

Journal:

Journal of International Money and Finance

Année:

2006

Langue:

english

Fichier:

PDF, 661 KB

english, 2006

6

The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates

Eric Jondeau, Roland Ricart

Journal:

Journal of International Money and Finance

Année:

1999

Langue:

english

Fichier:

PDF, 421 KB

english, 1999

7

Reading PIBOR futures options smiles: The 1997 snap election

Sophie Coutant, Eric Jondeau, Michael Rockinger

Journal:

Journal of Banking & Finance

Année:

2001

Langue:

english

Fichier:

PDF, 786 KB

english, 2001

8

Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function

Eric Jondeau, Hervé Le Bihan and Clémentine Gallès

Journal:

Journal of Business and Economic Statistics

Année:

2004

Langue:

english

Fichier:

PDF, 575 KB

english, 2004

9

La stabilité de la fonction de demande de monnaie aux États-Unis; La stabilite de la fonction de demande de monnaie aux Etats-Unis;

Jondeau, Éric, Villermain-Lécolier, Nada, Jondeau, Eric, Villermain-Lecolier, Nada

Journal:

Revue économique

Année:

1996

Fichier:

PDF, 2.29 MB

1996

10

Estimating the Price Impact of Trades in a High-Frequency Microstructure Model with Jumps

Jondeau, Eric, Lahaye, Jérôme, Rockinger, Michael

Journal:

Journal of Banking & Finance

Année:

2015

Langue:

english

Fichier:

PDF, 1.24 MB

english, 2015

11

Causalité de long terme et amélioration de la prévision: Application aux courbes de taux d'intérêt

Catherine Bruneau and Éric Jondeau

Journal:

Annales d'Économie et de Statistique

Année:

1999

Fichier:

PDF, 2.21 MB

1999

12

Moment Component Analysis: An Illustration with International Stock Markets

Jondeau, Eric, Jurczenko, Emmanuel, Rockinger, Michael

Journal:

Journal of Business and Economic Statistics

Année:

2016

Langue:

english

Fichier:

PDF, 529 KB

english, 2016

13

Augmentation du risque d’anévrysme de la racine de l’aorte au cours de la polykystose rénale autosomique dominante

Bouleti, C., Flamant, M., Escoubet, B., Arnoult, F., Milleron, O., Vidal-Petiot, E., Langeois, M., Vrtovsnik, F., Jondeau, G.

Journal:

Néphrologie & Thérapeutique

Année:

2017

Langue:

french

Fichier:

PDF, 62 KB

french, 2017

14

Average skewness matters

Jondeau, Eric, Zhang, Qunzi, Zhu, Xiaoneng

Journal:

Journal of Financial Economics

Année:

2019

Langue:

english

Fichier:

PDF, 4.20 MB

english, 2019

15

Skewness and index futures return

Jondeau, Eric, Wang, Xuewu, Yan, Zhipeng, Zhang, Qunzi

Journal:

Journal of Futures Markets

Année:

2020

Langue:

english

Fichier:

PDF, 2.03 MB

english, 2020

16

The FBN2 gene: new mutations, locus-specific database (Universal Mutation Database FBN2), and genotype-phenotype correlations

Melissa Yana Frédéric, Christine Monino, Christoph Marschall, Dalil Hamroun, Laurence Faivre, Guillaume Jondeau, Hanns-Georg Klein, Luitgard Neumann, Elodie Gautier, Christine Binquet, Cheryl Maslen,

Journal:

Année:

2009

Langue:

english

Fichier:

PDF, 340 KB

english, 2009

17

User's guide

Eric Jondeau, Michael Rockinger

Journal:

Journal of Economic Dynamics and Control

Année:

2003

Langue:

english

Fichier:

PDF, 152 KB

english, 2003

18

Long-run Causality, with an Application to International Links Between Long-term Interest Rates

Catherine Bruneau, Eric Jondeau

Journal:

Oxford Bulletin of Economics and Statistics

Année:

1999

Langue:

english

Fichier:

PDF, 600 KB

english, 1999

19

Does Correlation Between Stock Returns Really Increase During Turbulent Periods?

Francois Chesnay, Eric Jondeau

Journal:

Année:

2001

Langue:

english

Fichier:

PDF, 467 KB

english, 2001

20

Effect of Beta-Blockade on Ascending Aortic Dilatation in Children With the Marfan Syndrome

Magalie Ladouceur, Christophe Fermanian, Jean-Marc Lupoglazoff, Thomas Edouard, Yves Dulac, Philippe Acar, Suzel Magnier, Guillaume Jondeau

Journal:

The American Journal of Cardiology

Année:

2007

Langue:

english

Fichier:

PDF, 125 KB

english, 2007

21

NT-proBNP en pratique « De la biologie à la clinique »

P. Jourdain, G. Lefèvre, C. Oddoze, V. Sapin, F. Dievart, G. Jondeau, C. Meune, M. Galinier

Journal:

Annales de Cardiologie et d'Angéiologie

Année:

2009

Langue:

french

Fichier:

PDF, 718 KB

french, 2009

22

Sectoral Phillips curves and the aggregate Phillips curve

Jean Imbs, Eric Jondeau, Florian Pelgrin

Journal:

Journal of Monetary Economics

Année:

2011

Langue:

english

Fichier:

PDF, 649 KB

english, 2011

23

Investigation of flow features and acoustic radiation of a round cavity

O. Marsden, C. Bailly, C. Bogey, E. Jondeau

Journal:

Journal of Sound and Vibration

Année:

2012

Langue:

english

Fichier:

PDF, 2.69 MB

english, 2012

24

On the Importance of Time Variability in Higher Moments for Asset Allocation

Jondeau, E., Rockinger, M.

Journal:

Journal of Financial Econometrics

Année:

2011

Langue:

english

Fichier:

PDF, 537 KB

english, 2011

25

108 Importance of haemodilution in haemoglobin concentrations in outpatients with chronic heart failure. Results of IMPACT-RECO Program III

Michel Galinier, Nacima Demil, Patrick Assyag, Pascal De Groote, Richard Isnard, Alain Ducardonnet, Guillaume Jondeau, Jean-François Thébaut, Michel Komajda

Journal:

Archives of Cardiovascular Diseases Supplements

Année:

2010

Langue:

english

Fichier:

PDF, 89 KB

english, 2010

26

Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function

Jondeau, Eric, Le Bihan, Hervé, Gallès, Clémentine

Journal:

Journal of Business and Economic Statistics

Année:

2004

Langue:

english

Fichier:

PDF, 334 KB

english, 2004

27

Analysis of Inducer Recirculating Inlet Flow

Fran-atilde,, Bario, ois, Faure, Thierry M., Jondeau, Emmanuel, Normand, Jean-Luc, Duc, Jean-Michel Nguyen

Journal:

Journal of Propulsion and Power

Année:

2003

Langue:

english

Fichier:

PDF, 1.37 MB

english, 2003

28

Space-Time Correlations in Two Subsonic Jets Using Dual Particle Image Velocimetry Measurements

Fleury, V., Bailly, C., Jondeau, E., Michard, M., Juvé, D.

Journal:

Année:

2008

Langue:

english

Fichier:

PDF, 613 KB

english, 2008

29

Can monitoring of intrathoracic impedance reduce morbidity and mortality in patients with chronic heart failure? Rationale and design of the Diagnostic Outcome Trial in Heart Failure (DOT-HF)☆

Braunschweig, Frieder, Ford, Ian, Conraads, Viviane, Cowie, Martin R., Jondeau, Guillaume, Kautzner, Josef, Lunati, Maurizio, Aguilera, Roberto Munoz, Yu, Cheuk Man, Marijianowski, Monique, Borggrefe,

Journal:

European Journal of Heart Failure

Année:

2008

Langue:

english

Fichier:

PDF, 817 KB

english, 2008

30

La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise?

Journal:

Annales d'Économie et de Statistique

Année:

2001

Fichier:

PDF, 3.79 MB

2001

31

Density Fluctuations Measurement by Rayleigh Scattering Using a Single Photomultiplier

Mercier, Bertrand, Castelain, Thomas, Jondeau, Emmanuel, Bailly, Christophe

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 639 KB

english, 2018

32

Wavelet Analysis of a Blade Tip-Leakage Flow

Boudet, Jérôme, Jacob, Marc C., Caro, Joëlle, Jondeau, Emmanuel, Li, Bo

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 1.35 MB

english, 2018

33

Optimal Monetary Policy in an Estimated Dsge Model of the Euro Area with Cross-Country Heterogeneity

Jondeau, Eric, Sahuc, Jean-Guillaume

Journal:

SSRN Electronic Journal

Année:

2007

Langue:

english

Fichier:

PDF, 1.18 MB

english, 2007

34

Targeted panel sequencing in adult patients with left ventricular non-compaction reveals a large genetic heterogeneity

Richard, Pascale, Ader, Flavie, Roux, Maguelonne, Donal, Erwan, Eicher, Jean-Christophe, Aoutil, Nadia, Huttin, Olivier, Selton-Suty, Christine, Coisne, Damien, Jondeau, Guillaume, Damy, Thibaud, Mans

Journal:

Clinical Genetics

Année:

2018

Langue:

english

Fichier:

PDF, 1.29 MB

english, 2018

35

ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the 'New Phillips Curve')

Jondeau, Eric, le Bihan, Hervé

Journal:

SSRN Electronic Journal

Année:

2003

Fichier:

PDF, 499 KB

2003

36

Conditional Dependency of Financial Series: The Copula-GARCH Model

Jondeau, Eric, Rockinger, Michael Michael

Journal:

SSRN Electronic Journal

Année:

2003

Langue:

english

Fichier:

PDF, 1.60 MB

english, 2003

37

Study of aortic index of tortuosity in type A aortic dissection

Scalbert, F., Milleron, O., Ou, P., Jondeau, G.

Journal:

Archives of Cardiovascular Diseases Supplements

Année:

2019

Langue:

english

Fichier:

PDF, 254 KB

english, 2019

38

Targeted panel sequencing in adult patients with left ventricular non-compaction reveals a large genetic heterogeneity

Richard, P., Ader, F., Roux, M., Donal, Erwan, Eicher, Jean-Christophe, Aoutil, N., Huttin, O., Coisne, D., Jondeau, Guillaume, Damy, Thibaud, Mansencal, N., Casalta, A.C., Michel, N., Haentjens, J.,

Journal:

Archives of Cardiovascular Diseases Supplements

Année:

2019

Fichier:

PDF, 107 KB

2019

39

Comparative assessment of ascending aorta diameter using three-dimensional trans-thoracic echocardiography vs. ECG-gated computerized tomographic angiography.

Lauroy, J., Milleron, Olivier, Arnoult, F., Bouleti, Claire, Ou, P., Sehier, A., Jondeau, Guillaume

Journal:

Archives of Cardiovascular Diseases Supplements

Année:

2019

Langue:

english

Fichier:

PDF, 514 KB

english, 2019

40

1- and 5-year outcomes of heart failure patients with reduced and preserved ejection fraction after acute decompensation according to the final destination after emergency department care

Guignant, P., Raitiere, Olivier, Logeart, Damien, Isnard, Richard, Seronde, Marie-France, De Groote, Pascal, Jondeau, Guillaume, Galinier, Michel, Donal, Erwan, Juilliere, Y., Damy, Thibaud, Jourdain,

Journal:

Archives of Cardiovascular Diseases Supplements

Année:

2019

Langue:

english

Fichier:

PDF, 161 KB

english, 2019

41

Aortic root dilatation in bicuspid patients: Is it a problem?

Masi, P., Milleron, O., Arnoult, F., Bouleti, C., Paul, J.F., Langeois, M., Tchitchinadze, M., Lansac, E., Jondeau, G.

Journal:

Archives of Cardiovascular Diseases Supplements

Année:

2019

Langue:

english

Fichier:

PDF, 158 KB

english, 2019

42

Echocardiographic longitudinal strain identifies myocardial viability and predicts left ventricular function and remodeling after acute myocardial infarction with systolic dysfunction

Ben Driss, A., Ben Driss Lepage, C., Sfaxi, A., Hakim, M., Tabet, J.Y., Weber, H., Meurin, P., Salhi, A., Brandao Carreira, V., Hattab, M., Elhadad, S., Ou, P., Quignodon, J.F., Jondeau, G., Laissy, J

Journal:

Archives of Cardiovascular Diseases Supplements

Année:

2020

Langue:

english

Fichier:

PDF, 174 KB

english, 2020

43

Familial ligand-defective apolipoprotein B-100: Simultaneous detection of the ARG3500→GLN and ARG3531→CYS mutations in a French population

JP Rabès, M Varret, B Saint-Jore, D Erlich, G Jondeau, M Krempf, P Giraudet, C Junien, C Boileau

Journal:

Année:

1997

Langue:

english

Fichier:

PDF, 161 KB

english, 1997

44

Swan-Ganz catheter-induced rupture of the pulmonary artery: Successful early management by transcatheter embolization

Guillaume Jondeau, Pascal Lacombe, Paulo Rocha, Michel Rigaud, Anne Hardy, Jean-Pierre Bourdarias

Journal:

Catheterization and Cardiovascular Interventions

Année:

1990

Langue:

english

Fichier:

PDF, 270 KB

english, 1990

45

High flow coronary fistula closure by percutaneous coil packing

P. Lacombe, P. Rocha, X. Marchand, R. Mulot, M. Rigaud, G. Jondeau, J. M. Weber, J. C. Kahn

Journal:

Catheterization and Cardiovascular Interventions

Année:

1993

Langue:

english

Fichier:

PDF, 387 KB

english, 1993

46

Hepatitis C virus and lymphomagenesis: Another piece of evidence

O Hermine, F Lefrere, Jp Bronowicki, X Mariette, K Jondeau, V Eclache-Saudreau, B Delmas, F Valensi, P Cacoub, C Brechot, B Varet, X Troussard, Francesco Negro

Journal:

Année:

2002

Langue:

english

Fichier:

PDF, 415 KB

english, 2002

47

A new locus-specific database (LSDB) for mutations in the TGFBR2 gene: UMD-TGFBR2

Melissa Yana Frederic, Dalil Hamroun, Laurence Faivre, Catherine Boileau, Guillaume Jondeau, Mireille Claustres, Christophe Béroud, Gwenaëlle Collod-Béroud

Journal:

Année:

2008

Langue:

english

Fichier:

PDF, 476 KB

english, 2008

48

Analytical correlation between plasma N-terminal pro-brain natriuretic peptide and brain natriuretic peptide in patients presenting with dyspnea

Yasmin Alibay, Alain Beauchet, Rami El Mahmoud, Dominique Brun-Ney, Jeanne-Armelle Alexandre, Marie-Odile Benoit, Olivier Dubourg, Philippe Aegerter, Catherine Boileau, Guillaume Jondeau, Hervé Puy

Journal:

Clinical Biochemistry

Année:

2004

Langue:

english

Fichier:

PDF, 115 KB

english, 2004

49

Examining bias in estimators of linear rational expectations models under misspecification

Eric Jondeau, Hervé Le Bihan

Journal:

Journal of Econometrics

Année:

2008

Langue:

english

Fichier:

PDF, 314 KB

english, 2008

50

Densité minérale osseuse et syndrome de Marfan. Étude comparée de 130 patients et comparaison avec une série témoin

Bertrand Moura, Florence Tubach, Moana Sulpice, Catherine Boileau, Guillaume Jondeau, Christine Muti, Bertrand Chevallier, Yasmine Ounnoughene, Jean-Marie Le Parc

Journal:

Revue du Rhumatisme

Année:

2006

Langue:

french

Fichier:

PDF, 138 KB

french, 2006