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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CREATES research paper"
~isPartOf:"International journal of production research"
~person:"Christoffersen, Peter F."
~subject:"Forecasting model"
~subject:"Theorie"
~type:"book"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
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Christoffersen, Peter F.
Podolskij, Mark
17
Johansen, Søren
11
Santucci de Magistris, Paolo
9
Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
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5
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5
Veliyev, Bezirgen
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4
Engsted, Tom
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Callot, Laurent
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1
Rare disasters and credit market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
-
2013
Persistent link: https://www.econbiz.de/10010226839
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2
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
3
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
-
2011
Persistent link: https://www.econbiz.de/10009385098
Saved in:
4
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
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