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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Diversification"
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Search: "Christoffersen, Peter F."
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Option pricing theory
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Volatility
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2004 - 2013
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Aktienmarkt
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Christoffersen, Peter F.
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Errunza, Vihang R.
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CREATES research paper
Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226790
Saved in:
2
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
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