//--> //--> //-->
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
~person:"Andersen, Torben"
~person:"Elkamhi, Redouane"
~type_genre:"Graue Literatur"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
5
ARCH-Modell
5
Portfolio selection
5
Portfolio-Management
5
USA
5
United States
5
Estimation
3
Risikomanagement
3
Risk management
3
Schätzung
3
Theorie
3
Theory
3
1973-2009
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Measurement
2
Messung
2
Prognoseverfahren
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Volatility
2
Volatilität
2
Börsenkurs
1
Credit market
1
Disaster
1
Economic crisis
1
Equity premium puzzle
1
Equity-Premium-Puzzle
1
Interest rate
1
Katastrophe
1
Kreditmarkt
1
Risikoprämie
1
Risk premium
1
Schock
1
Share price
1
Shock
1
Wirtschaftskrise
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
9
Working Paper
9
Non-commercial literature
8
Aufsatz im Buch
3
Book section
3
Article in journal
2
Aufsatz in Zeitschrift
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
8
Author
All
Andersen, Torben
Elkamhi, Redouane
Christoffersen, Peter F.
55
Jacobs, Kris
22
Diebold, Francis X.
11
Bollerslev, Tim
7
Feunou, Bruno
5
Heston, Steven L.
4
Jeon, Yoontae
4
Ornthanalai, Chayawat
4
Errunza, Vihang R.
3
Fournier, Mathieu
3
Jin, Xisong
3
Langlois, Hugues
3
Chang, Bo Young
2
Karoui, Mehdi
2
Mimouni, Karim
2
Pan, Xuhui
2
Wescott, Robert F.
2
Amaya, Diego
1
Babaoğlu, Kadir
1
Berkowitz, Jeremy
1
Boloorforoosh, Ali
1
Dorion, Christian
1
Doyle, Peter
1
Du, Du
1
Ghysels, Eric
1
Gouriéroux, Christian
1
Goyenko, Ruslan
1
Hahn, Jinyong
1
Inoue, Atsushi
1
Karoui, Lofti
1
Karoui, Lotfi
1
Li, Bingxin
1
Lunde, Asger
1
Mariano, Roberto S.
1
Mazzotta, Stefano
1
Meddahi, Nour
1
Olesen, Kasper V.
1
Ornthanalai, Chaywat
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Financial Institutions Center
2
CFS working paper series
1
CREATES research paper
1
Working papers / Penn Institute for Economic Research
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Rare disasters and credit market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
-
2013
Persistent link: https://www.econbiz.de/10010226839
Saved in:
2
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
3
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2012
Persistent link: https://www.econbiz.de/10009553634
Saved in:
4
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
5
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
6
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2011
Persistent link: https://www.econbiz.de/10009389307
Saved in:
7
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:
8
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->