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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Factor analysis"
~subject:"Oil price"
~subject:"Risikoprämie"
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Christoffersen, Peter F.
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Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
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Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
2
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:
3
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
Saved in:
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