Michael Rockinger
Biographic Data
| ID | 8920066 |
|---|---|
| NAME | Michael Rockinger |
| GIVEN NAMES | Michael |
| FAMILY NAME | Rockinger |
| SIGNATURE | ROCKINGER M |
| AFFILIATIONS | Swiss Finance Institute and University of Lausanne, Faculty of Business and Economics, Extranef 231, CH-1015 Lausanne Switzerland () |
| ORCID | 0000-0001-9838-8370 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2001 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Preference for gender concordant GP and medical deserts
This study brings new knowledge to the literature on GP gender concordance and the challenges which medical deserts pose. Using a unique French healthcare claims database with socioeconomic patient data, our study highlights a preference for same-gender GPs. Furthermore, it provides – for the first time – estimates of the impact of gender concordance in patients’ choice of GP on policies aimed at tackling the problem of medical deserts by increas…
Moment Component Analysis
We describe a statistical technique, which we call Moment Component Analysis (MCA), that extends principal component analysis (PCA) to higher co-moments such as co-skewness and co-kurtosis. This method allows us to identify the factors that drive co-skewness and co-kurtosis structures across a large set of series. We illustrate MCA using 44 international stock markets sampled at weekly frequency from 1994 to 2014. We find that both the co-skewnes…
A Time Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies
This article introduces a model, based on the Kalman-filter framework, that allows for time-varying parameters, latent factors, and a general generalized autoregressive conditional heteroscedasticity (GARCH) structure for the residuals. With this extension of the Bekaert and Harvey model, it is possible to test if an emerging stock market becomes more efficient over time and more integrated with other already established markets in situations in …
No prominent works on this page.
A Time Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies
This article introduces a model, based on the Kalman-filter framework, that allows for time-varying parameters, latent factors, and a general generalized autoregressive conditional heteroscedasticity (GARCH) structure for the residuals. With this extension of the Bekaert and Harvey model, it is possible to test if an emerging stock market becomes more efficient over time and more integrated with other already established markets in situations in …
Moment Component Analysis
We describe a statistical technique, which we call Moment Component Analysis (MCA), that extends principal component analysis (PCA) to higher co-moments such as co-skewness and co-kurtosis. This method allows us to identify the factors that drive co-skewness and co-kurtosis structures across a large set of series. We illustrate MCA using 44 international stock markets sampled at weekly frequency from 1994 to 2014. We find that both the co-skewnes…
Preference for gender concordant GP and medical deserts
This study brings new knowledge to the literature on GP gender concordance and the challenges which medical deserts pose. Using a unique French healthcare claims database with socioeconomic patient data, our study highlights a preference for same-gender GPs. Furthermore, it provides – for the first time – estimates of the impact of gender concordance in patients’ choice of GP on policies aimed at tackling the problem of medical deserts by increas…
Econometrics (2 works) · Economics (2 works) · Financial economics (2 works) · Financial Risk and Volatility Modeling (2 works) · Mathematics (2 works) · Statistics (2 works) · Artificial Intelligence (1 work) · Autoregressive conditional heteroskedasticity (1 work) · Complex Systems and Time Series Analysis (1 work) · Computer Science (1 work)