//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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
Volatility
6
Volatilität
6
Capital income
4
Kapitaleinkommen
4
Forecasting model
3
Prognoseverfahren
3
CAPM
2
Financial market
2
Finanzmarkt
2
Option pricing theory
2
Optionspreistheorie
2
Risikomanagement
2
Risikoprämie
2
Risk management
2
Risk premium
2
1963-2010
1
2004 - 2013
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Beta risk
1
Betafaktor
1
Capital market returns
1
Commodity price
1
Correlation
1
Cross-section
1
Derivatives market
1
Diversification
1
Diversifikation
1
Dynamic jumps
1
Dynamic volatility
1
Econometric and statistical methods
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Factor analysis
1
Factor-mimicking portfolios
1
Faktorenanalyse
1
Financial intermediaries
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Aufsatzsammlung
2
Festschrift
2
Language
All
English
8
Author
All
Christoffersen, Peter F.
8
Feunou, Bruno
2
Jacobs, Kris
2
Fournier, Mathieu
1
Jeon, Yoontae
1
Karoui, Mehdi
1
Langlois, Hugues
1
Lunde, Asger
1
Meddahi, Nour
1
Olesen, Kasper V.
1
Pan, Xuhui
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
Journal of financial econometrics
The review of financial studies
8
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Review of finance : journal of the European Finance Association
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The economics of transition
2
Econometric theory
1
Economic policy review
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
International economic review
1
International journal of forecasting
1
Journal of econometrics
1
Journal of empirical finance
1
Review of asset pricing studies
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Special issue articles on predictive modeling, volatility, and risk management in financial markets, in memory of Peter F. Christoffersen, part I
Christoffersen, Peter F.
(
honouree
)
-
2020
Persistent link: https://www.econbiz.de/10012316687
Saved in:
2
Special issue articles on predictive modeling, volatility, and risk management in financial markets, in memory of Peter F. Christoffersen, part II
Christoffersen, Peter F.
(
honouree
)
-
2021
Persistent link: https://www.econbiz.de/10012504372
Saved in:
3
Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
4
Factor structure in commodity futures return and volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 1083-1115
Persistent link: https://www.econbiz.de/10012139386
Saved in:
5
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
Saved in:
6
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
7
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:
8
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->