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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Diversification"
~subject:"Volatilität"
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Search: "Christoffersen, Peter F."
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Diversification
Volatilität
Option pricing theory
11
Optionspreistheorie
11
Volatility
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Capital income
7
Kapitaleinkommen
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Risikoprämie
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2004 - 2013
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English
13
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Christoffersen, Peter F.
13
Jacobs, Kris
6
Feunou, Bruno
3
Heston, Steven L.
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Jeon, Yoontae
2
Lunde, Asger
2
Olesen, Kasper V.
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Pan, Xuhui
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Babaoğlu, Kadir
1
Chang, Bo Young
1
Errunza, Vihang R.
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Fournier, Mathieu
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CREATES research paper
Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
Working papers / Financial Institutions Center
7
Journal of financial economics
5
NBER working paper series
4
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS Working Paper
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CFS working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Financial services at the crossroads: capital regulation in the twenty-first century
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Handbook of economic forecasting ; 1
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Handbook of economic forecasting ; Volume 2A
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of asset pricing studies
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Review of finance : journal of the European Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
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1
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
2
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
Saved in:
3
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
-
2015
Persistent link: https://www.econbiz.de/10011516993
Saved in:
4
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:
5
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:
6
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:
7
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226790
Saved in:
8
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
9
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
10
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
1
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