//--> //--> //-->
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:"Amaya, Diego"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
2
Capital income
2
Capital market returns
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Prognoseverfahren
2
Schätzung
2
Aktienmarkt
1
Cross-section of stock returns
1
Equity markets
1
Kurtosis
1
Realized volatility
1
Skewness
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Amaya, Diego
Christoffersen, Peter F.
196
Diebold, Francis X.
79
Jacobs, Kris
48
Bollerslev, Tim
35
Andersen, Torben G.
23
Andersen, Torben
11
Ornthanalai, Chayawat
11
Feunou, Bruno
10
Diebold, Francis
8
Heston, Steven L.
8
Jeon, Yoontae
7
Chang, Bo Young
6
Fournier, Mathieu
6
Giorgianni, Lorenzo
6
Langlois, Hugues
6
Christoffersen, Peter F
5
Errunza, Vihang R.
5
Jin, Xisong
5
Mariano, Roberto S.
5
Schuermann, Til
5
Tse, Yiu Kuen
5
Doyle, Peter
4
Karoui, Mehdi
4
Pan, Xuhui
4
Sløk, Torsten
4
Tay, Anthony S.
4
Berkowitz, Jeremy
3
Diebold, Francis X
3
Dorion, Christian
3
Elkamhi, Redouane
3
Mimouni, Karim
3
Pelletier, Denis
3
Wescott, Robert F.
3
Babaoğlu, Kadir
2
Boloorforoosh, Ali
2
Du, Du
2
Gouriéroux, Christian
2
Goyenko, Ruslan
2
Hahn, Jinyong
2
more ...
less ...
Published in...
All
CREATES research paper
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226861
Saved in:
2
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->