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~person:"Christoffersen, Peter F."
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Beta risk
6
Betafaktor
6
Volatilität
4
2004 - 2013
2
Aktienoption
2
CAPM
2
Commodity price
2
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Christoffersen, Peter F.
Bollerslev, Tim
8
Diebold, Francis X.
6
Lunde, Asger
6
Reeves, Jonathan J.
6
Todorov, Viktor
6
Andersen, Torben
5
Wu, Jin
5
Alexeev, Vitali
4
Blitz, David
4
Faff, Robert W.
4
Gollier, Christian
4
Yao, Wenying
4
Cenesizoglu, Tolga
3
Choudhry, Taufiq
3
Chowdhury, Biplob
3
Dungey, Mardi H.
3
Fournier, Mathieu
3
Grassi, Stefano
3
Hansen, Peter Reinhard
3
Hautsch, Nikolaus
3
Hollstein, Fabian
3
Härdle, Wolfgang
3
Jacobs, Kris
3
Liu, Jianan
3
Novy-Marx, Robert
3
Prokopczuk, Marcel
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Stambaugh, Robert F.
3
Tauchen, George Eugene
3
Violante, Francesco
3
Voev, Valeri
3
Zhang, Zhaoyong
3
Andersen, Torben G.
2
Banerjee, Snehal
2
Becker, Janis
2
Ben Ameur, Hachmi
2
Bonato, Matteo
2
Brooks, Robert
2
Caivano, Michele
2
Christoffersen, Peter
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CREATES research paper
2
Journal of financial and quantitative analysis : JFQA
1
The review of financial studies
1
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ECONIS (ZBW)
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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:
2
Factor structure in commodity futures return and volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
-
2014
Persistent link: https://www.econbiz.de/10010406918
Saved in:
3
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:
4
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
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