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~isPartOf:"CREATES research paper"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~subject:"1988-1993"
~subject:"USA"
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Search: "Christoffersen, Peter F."
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1988-1993
USA
Option pricing theory
9
Optionspreistheorie
9
Volatility
8
Volatilität
8
Risikoprämie
5
Risk premium
5
ARCH model
4
ARCH-Modell
4
CAPM
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Forecasting model
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Prognoseverfahren
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Theorie
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Theory
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Aktienoption
3
Börsenkurs
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Capital income
3
Kapitaleinkommen
3
Option trading
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Optionsgeschäft
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Share price
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Stock option
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Time series analysis
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Zeitreihenanalyse
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Beta risk
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Betafaktor
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Correlation
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Index derivative
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Indexderivat
2
Korrelation
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Portfolio selection
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Portfolio-Management
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Statistical distribution
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Statistische Verteilung
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United States
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Yield curve
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Zinsstruktur
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2004 - 2013
1
Aktienmarkt
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English
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Christoffersen, Peter F.
3
Heston, Steven L.
1
Jacobs, Kris
1
Langlois, Hugues
1
Mazzotta, Stefano
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CREATES research paper
Working paper series / European Central Bank ; Eurosystem
The review of financial studies
5
Working papers / Financial Institutions Center
3
Working paper / National Bureau of Economic Research, Inc.
2
CFS Working Paper
1
CFS working paper series
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Financial markets and asset pricing
1
International economic review
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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]
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Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
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The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
-
2011
Persistent link: https://www.econbiz.de/10009385098
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2
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003865680
Saved in:
3
The informational content of over-the-counter currency options
Christoffersen, Peter F.
;
Mazzotta, Stefano
-
2004
Persistent link: https://www.econbiz.de/10013434708
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