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~language:"eng"
~person:"Christoffersen, Peter F."
~subject:"Volatility"
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Volatility
Volatilität
53
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51
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49
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42
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40
Option pricing theory
31
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31
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Christoffersen, Peter F.
McAleer, Michael
300
Gupta, Rangan
224
Caporale, Guglielmo Maria
170
Bollerslev, Tim
144
Chang, Chia-Lin
116
Bouri, Elie
103
Diebold, Francis X.
103
Andersen, Torben
98
Spagnolo, Nicola
92
Ma, Feng
89
Aizenman, Joshua
88
Pierdzioch, Christian
88
Bekaert, Geert
78
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Koopman, Siem Jan
73
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Härdle, Wolfgang
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65
Asai, Manabu
62
Tiwari, Aviral Kumar
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Kočenda, Evžen
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Lux, Thomas
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Clements, Adam
56
Corbet, Shaen
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Gil-Alaña, Luis A.
55
Kang, Sang Hoon
55
Wohar, Mark E.
55
Lucey, Brian M.
54
Hautsch, Nikolaus
52
Caballero, Ricardo J.
51
Christiansen, Charlotte
50
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Fernández-Villaverde, Jesús
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ECONIS (ZBW)
51
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1
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:
2
Time-varying crash risk embedded in index options : the role of stock market liquidity
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
4
,
pp. 1261-1298
Persistent link: https://www.econbiz.de/10012594641
Saved in:
3
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:
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
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
6
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:
7
Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
8
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
9
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
10
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
Saved in:
1
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