//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers / Financial Institutions Center"
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Christoffersen, Peter F."
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatility
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Schätzung
2
USA
2
United States
2
1980-2004
1
1988-1993
1
Börsenkurs
1
Devisenmarkt
1
Diversification
1
Diversifikation
1
Foreign exchange market
1
Großbritannien
1
Hong Kong
1
Hongkong
1
Nichtlineare Regression
1
Nonlinear regression
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Christoffersen, Peter F.
2
Andersen, Torben
1
Bollerslev, Tim
1
Diebold, Francis X.
1
Jacobs, Kris
1
Ornthanalai, Chayawat
1
Published in...
All
Working papers / Financial Institutions Center
Journal of financial economics
3
CFS working paper series
1
CREATES research paper
1
Handbook of economic forecasting ; 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
NBER working paper series
1
Review of finance : journal of the European Finance Association
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Staff working paper / Bank of Canada
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
Saved in:
2
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->