//--> //--> //-->
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
type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial economics"
~person:"Christoffersen, Peter F."
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: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
4
Schätzung
4
Volatility
4
Volatilität
4
CAPM
3
Capital income
3
Kapitaleinkommen
3
Capital market returns
2
Kapitalmarktrendite
2
Option pricing theory
2
Optionspreistheorie
2
Risikoprämie
2
Risk premium
2
Statistical distribution
2
Statistische Verteilung
2
Aktienmarkt
1
Analytical filtering
1
Asset pricing
1
Compound Poisson jumps
1
Cross section
1
Cross-section of stock returns
1
Econometric and statistical methods
1
Equity markets
1
Factor-mimicking portfolios
1
Fat tails
1
Forecasting model
1
Kurtosis
1
Option-implied moments
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized volatility
1
Risiko
1
Risk
1
Skewness
1
Skewness risk
1
Statistical method
1
Statistische Methode
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Survey
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Christoffersen, Peter F.
Santa-Clara, Pedro
7
Bali, Turan G.
6
Bollerslev, Tim
6
Egger, Peter
6
Gupta, Rangan
6
Baltagi, Badi H.
5
Gil-Alaña, Luis A.
5
Kelly, Bryan T.
5
Bai, Jennie
4
Grammig, Joachim
4
Hayo, Bernd
4
Herwartz, Helmut
4
Lee, Chien-chiang
4
Lo, Andrew W.
4
Maio, Paulo
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Wahal, Sunil
4
Zhou, Guofu
4
Barroso, Pedro
3
Brown, Stephen J.
3
Camarero Olivas, Mariam
3
Caporale, Guglielmo Maria
3
D'Amico, Stefania
3
Gao, Xiaohui
3
Hassler, Uwe
3
Holmes, Mark J.
3
Hong, Harrison G.
3
Jacobs, Kris
3
Kaniel, Ron
3
Kumbhakar, Subal
3
Labeaga, José M.
3
Lee, Hyejin
3
Levine, Ross
3
Meng, Ming
3
Millimet, Daniel L.
3
Mollick, André Varella
3
Murasawa, Yasutomo
3
Nagel, Stefan
3
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial and quantitative analysis : JFQA
Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of finance : journal of the European Finance Association
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
3
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
4
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->