//--> //--> //--> //-->
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:"Christoffersen, Peter F."
~subject:"Share price"
~subject:"USA"
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
Share price
USA
Volatility
55
Volatilität
53
Theorie
51
Theory
49
Prognoseverfahren
42
Forecasting model
40
Option pricing theory
31
Optionspreistheorie
31
ARCH-Modell
28
ARCH model
26
Capital income
24
Kapitaleinkommen
24
Risikomanagement
22
Portfolio-Management
21
Portfolio selection
20
Risk management
18
United States
18
Risikoprämie
17
Risk premium
17
Schätzung
17
CAPM
16
Estimation
16
Stochastic process
15
Stochastischer Prozess
15
Risikomaß
14
Risk
14
Risk measure
14
Risiko
13
Time series analysis
13
Zeitreihenanalyse
13
Statistical distribution
9
Statistische Verteilung
9
Börsenkurs
8
Measurement
8
Messung
8
Yield curve
8
Zinsstruktur
8
Aktienmarkt
7
more ...
less ...
Online availability
All
Free
9
Undetermined
5
Type of publication
All
Book / Working Paper
14
Article
11
Type of publication (narrower categories)
All
Working Paper
14
Arbeitspapier
13
Graue Literatur
12
Non-commercial literature
12
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
2
Book section
2
Reprint
1
more ...
less ...
Language
All
English
25
Author
All
Christoffersen, Peter F.
Diebold, Francis X.
9
Jacobs, Kris
9
Bollerslev, Tim
8
Andersen, Torben
7
Heston, Steven L.
4
Babaoğlu, Kadir
2
Langlois, Hugues
2
Sløk, Torsten
2
Andersen, Torben G.
1
Du, Du
1
Elkamhi, Redouane
1
Fournier, Mathieu
1
Goyenko, Ruslan
1
Karoui, Mehdi
1
Mariano, Roberto S.
1
Mazzotta, Stefano
1
Mimouni, Karim
1
Pan, Xuhui
1
Tay, Anthony S. A.
1
Tse, Yiu Kuen
1
more ...
less ...
Published in...
All
The review of financial studies
5
CREATES research paper
3
Working papers / Financial Institutions Center
3
Working paper / National Bureau of Economic Research, Inc.
2
CFS Working Paper
1
CFS working paper series
1
Financial markets and asset pricing
1
IMF working paper
1
IMF working papers
1
International economic review
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Review of asset pricing studies
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Penn Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
EconStor
1
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
3
Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
4
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
5
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
6
Rare disasters and credit market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
-
2013
Persistent link: https://www.econbiz.de/10010226839
Saved in:
7
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
-
2011
Persistent link: https://www.econbiz.de/10009385098
Saved in:
8
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2013
Persistent link: https://www.econbiz.de/10009696029
Saved in:
9
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
10
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1371-1404
Persistent link: https://www.econbiz.de/10010343643
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->