//--> //--> //-->
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
~isPartOf:"CREATES research paper"
~subject:"USA"
~subject:"Zinsstruktur"
~type_genre:"Graue Literatur"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Zinsstruktur
Option pricing theory
9
Optionspreistheorie
9
Volatility
7
Volatilität
7
Risikoprämie
5
Risk premium
5
ARCH model
4
ARCH-Modell
4
CAPM
4
Forecasting model
4
Prognoseverfahren
4
Theorie
4
Theory
4
Aktienoption
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Option trading
3
Optionsgeschäft
3
Share price
3
Stock option
3
Time series analysis
3
Zeitreihenanalyse
3
Beta risk
2
Betafaktor
2
Correlation
2
Index derivative
2
Indexderivat
2
Korrelation
2
Portfolio selection
2
Portfolio-Management
2
Statistical distribution
2
Statistische Verteilung
2
Yield curve
2
1988-1993
1
2004 - 2013
1
Aktienmarkt
1
Capital market returns
1
Commodity price
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Christoffersen, Peter F.
3
Jacobs, Kris
2
Dorion, Christian
1
Fournier, Mathieu
1
Karoui, Lotfi
1
Langlois, Hugues
1
Published in...
All
CREATES research paper
Working papers / Financial Institutions Center
3
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Penn Institute for Economic Research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
2
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
3
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
-
2011
Persistent link: https://www.econbiz.de/10009385098
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->