//--> //--> //-->
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"
~subject:"Forecasting model"
~subject:"Indexderivat"
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
Forecasting model
Indexderivat
Capital income
4
Kapitaleinkommen
4
Volatility
4
Volatilität
4
CAPM
2
Option pricing theory
2
Optionspreistheorie
2
Risikoprämie
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
Index derivative
1
Kapitalmarktrendite
1
Korrelation
1
Oil price
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Christoffersen, Peter F.
2
Fournier, Mathieu
1
Jacobs, Kris
1
Karoui, Mehdi
1
Pan, Xuhui
1
Published in...
All
Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
CREATES research paper
6
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Financial Institutions Center
3
CFS working paper series
2
IMF working paper
2
IMF working papers
2
Journal of financial econometrics
2
NBER technical working paper series
2
Technical working paper / National Bureau of Economic Research
2
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
2
Econometric theory
1
Economic policy review
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2A
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
The review of financial studies
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->