{"id":70,"date":"2022-08-30T15:44:08","date_gmt":"2022-08-30T13:44:08","guid":{"rendered":"https:\/\/people.unil.ch\/michaelrockinger\/?page_id=70"},"modified":"2022-08-31T13:16:50","modified_gmt":"2022-08-31T11:16:50","slug":"publications","status":"publish","type":"page","link":"https:\/\/people.unil.ch\/michaelrockinger\/publications\/","title":{"rendered":"My Research"},"content":{"rendered":"\n

PUBLICATIONS<\/strong><\/p>\n\n\n\n

Distributional Properties of Continuous Time Processes: From CIR to Bates, 2022 joint work with Ostap Okhrin and Manuel Schmid. Forthcoming in AStA, Advances in Statistical Analysis.<\/p>\n\n\n\n

Simulating the CIR and Heston Processes: Matching the First Four Moments,  2022 joint work with Ostap Okhrin and Manuel Schmid. Forthcoming in Journal of Computational Finance.<\/p>\n\n\n\n

Rebalancing With Transaction Costs: Theory, Simulations, and Actual Data, 2022, joint work with Rim El Bernoussi. Forthcoming Financial Markets and Portfolio Management.<\/p>\n\n\n\n

S. Arnold, A.-S. Jijiie, E. Jondeau & M. Rockinger (2019). Periodic or Generational Life Tables: Which One to Choose? European Actuarial Journal, No 9 (2), 519-554.<\/p>\n\n\n\n

S. Arnold & A.-S. Jijiie & E. Jondeau & M. Rockinger (2019). Le mod\u00e8le de mortalit\u00e9 CMI – Partie 1: La solution pour les caisses de pensions suisses? Pr\u00e9voyance Professionnelle Suisse, No 5, 107-112.<\/p>\n\n\n\n

S. Arnold & A.-S. Jijiie & E. Jondeau & M. Rockinger (2019). Le mod\u00e8le de mortalit\u00e9 CMI – Partie 2: La solution pour les caisses de pensions suisses? Pr\u00e9voyance Professionnelle Suisse, No 6, 94-101.<\/p>\n\n\n\n

Predicting Long\u2010Term Financial Returns: VAR versus DSGE Model\u2014A Horse Race, 2019, Journal of Money Credit and Banking, Joint with Eric Jondeau.<\/p>\n\n\n\n

__________<\/p>\n\n\n\n

MY CONTRIBUTIONS TO UNDERSTANDING THE SWISS STARTUP SCENERY<\/strong><\/p>\n\n\n\n

Swiss Startup Radar 1, Switzerland as a Deep Tech country link: https:\/\/www.startupticker.ch\/assets\/files\/attachments\/StartupRadar_web.pdf<\/a><\/p>\n\n\n\n

Swiss Startup Radar 2, Exits in Switzerland link: https:\/\/www.startupticker.ch\/assets\/files\/attachments\/JNB_StartupRadar19_web.pdf<\/a><\/p>\n\n\n\n

Swiss Startup Radar 3, link: https:\/\/www.startupticker.ch\/assets\/files\/attachments\/Startupticker%20Radar.pdf<\/a><\/p>\n\n\n\n

Swiss Startup Radar 4, Description of the scene link:https:\/\/www.startupticker.ch\/assets\/files\/attachments\/StartupRadar2022_web.pdf<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

PUBLICATIONS Distributional Properties of Continuous Time Processes: From CIR to Bates, 2022 joint work with Ostap Okhrin and Manuel Schmid. Forthcoming in AStA, Advances in Statistical Analysis. Simulating…<\/p>\n","protected":false},"author":1001133,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_seopress_robots_primary_cat":"","_seopress_titles_title":"","_seopress_titles_desc":"","_seopress_robots_index":"","footnotes":""},"class_list":["post-70","page","type-page","status-publish","has-post-thumbnail"],"_links":{"self":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/pages\/70","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/users\/1001133"}],"replies":[{"embeddable":true,"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/comments?post=70"}],"version-history":[{"count":0,"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/pages\/70\/revisions"}],"wp:attachment":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/media?parent=70"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}