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~isPartOf:"CREATES research paper"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Index derivative"
~subject:"Prognoseverfahren"
~subject:"USA"
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Search: "Christoffersen, Peter F."
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Index derivative
Prognoseverfahren
USA
Option pricing theory
9
Optionspreistheorie
9
Volatility
8
Volatilität
8
Forecasting model
5
Risikoprämie
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Risk premium
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Aktienoption
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Option trading
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Optionsgeschäft
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Time series analysis
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Indexderivat
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1988-1993
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2004 - 2013
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Christoffersen, Peter F.
8
Jacobs, Kris
4
Fournier, Mathieu
2
Amaya, Diego
1
Berkowitz, Jeremy
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Chang, Bo Young
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Diebold, Francis X.
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Karoui, Mehdi
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Pan, Xuhui
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CREATES research paper
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Working papers / Financial Institutions Center
4
CFS Working Paper
3
CFS working paper series
3
NBER working paper series
3
IMF working paper
2
IMF working papers
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
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Journal of financial economics
2
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Technical working paper / National Bureau of Economic Research
2
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2
Econometric theory
1
Economic policy review
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Financial markets and asset pricing
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2A
1
International economic review
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper series / European Central Bank ; Eurosystem
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Working papers / Penn Institute for Economic Research
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Working papers / Rodney L. White Center for Financial Research
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Option-based estimation of the price of co-skewness and co-kurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
-
2015
Persistent link: https://www.econbiz.de/10011398632
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
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
4
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226861
Saved in:
5
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
6
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
-
2011
Persistent link: https://www.econbiz.de/10009385098
Saved in:
7
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
8
How relevant is volatility forecasting for financial risk
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1999
Persistent link: https://www.econbiz.de/10001463947
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