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Christoffersen, Peter F.
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Jacobs, Kris
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Diebold, Francis X.
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Feunou, Bruno
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Heston, Steven L.
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Chang, Bo Young
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Errunza, Vihang R.
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The review of financial studies
8
Journal of financial economics
6
Journal of financial and quantitative analysis : JFQA
4
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
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Financial services at the crossroads: capital regulation in the twenty-first century
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ECONIS (ZBW)
47
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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 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
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
4
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:
5
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:
6
Beta risk in the cross-section of equities
Boloorforoosh, Ali
;
Christoffersen, Peter F.
;
Fournier, …
- In:
The review of financial studies
33
(
2020
)
9
,
pp. 4318-4366
Persistent link: https://www.econbiz.de/10012387374
Saved in:
7
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:
8
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:
9
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:
10
Remembering Peter Christoffersen (1967-2018)
Chang, Bo Young
;
Jacobs, Kris
;
Ornthanalai, Chayawat
; …
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10011968677
Saved in:
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