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United States
Theorie
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114
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75
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71
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52
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Risk premium
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Aktienmarkt
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Christoffersen, Peter F.
17
Lunde, Asger
12
Diebold, Francis X.
8
Andersen, Torben
7
Bollerslev, Tim
7
Hansen, Peter Reinhard
7
Jacobs, Kris
6
Nason, James Michael
3
Timmermann, Allan
3
Barndorff-Nielsen, Ole E.
1
Fournier, Mathieu
1
Goyenko, Ruslan
1
Heston, Steven L.
1
Karoui, Mehdi
1
Langlois, Hugues
1
Mariano, Roberto S.
1
Mazzotta, Stefano
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Mimouni, Karim
1
Pan, Xuhui
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5
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2
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2
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2
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2
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1
Econometric modelling of durations between economic events
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial markets and asset pricing
1
Financial markets and portfolio management
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International economic review
1
Journal of applied econometrics
1
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1
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1
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Oxford bulletin of economics and statistics
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
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Evaluating interval forecasts
Christoffersen, Peter F.
- In:
International economic review
39
(
1998
)
4
,
pp. 841-862
Persistent link: https://www.econbiz.de/10001338811
Saved in:
2
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
3
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
Saved in:
4
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
5
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:
6
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
7
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2011
Persistent link: https://www.econbiz.de/10009389307
Saved in:
8
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
9
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2013
Persistent link: https://www.econbiz.de/10009696029
Saved in:
10
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
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