//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Christoffersen, Peter F."
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
3
Volatilität
3
Capital income
2
Kapitaleinkommen
2
Risikoprämie
2
Risk premium
2
2004 - 2013
1
ARCH model
1
ARCH-Modell
1
Beta risk
1
Betafaktor
1
CAPM
1
Capital market returns
1
Commodity price
1
Cross-section
1
Derivatives market
1
Dynamic jumps
1
Dynamic volatility
1
Electronic trading
1
Elektronisches Handelssystem
1
Factor-mimicking portfolios
1
Financial intermediaries
1
Index derivative
1
Indexderivat
1
Kapitalmarktrendite
1
Oil price
1
Oil prices
1
Option pricing theory
1
Option-implied volatility
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized jumps
1
Realized volatility
1
Rohstoffpreis
1
Stochastic process
1
Stochastischer Prozess
1
Terminmarkt
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Christoffersen, Peter F.
1
Pan, Xuhui
1
Published in...
All
Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
Journal of financial econometrics
2
Handbook of economic forecasting ; 1
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->