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~person:"Christoffersen, Peter F."
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
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Optionspreistheorie
Share price
USA
Statistical distribution
9
Statistische Verteilung
9
Volatility
7
Volatilität
7
Option pricing theory
6
Capital income
5
Kapitaleinkommen
5
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4
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Aktienmarkt
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Option trading
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Optionsgeschäft
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fat tails
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jumps
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pricing kernel
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Christoffersen, Peter F.
Härdle, Wolfgang
16
Bollerslev, Tim
14
Lux, Thomas
12
Todorov, Viktor
12
Craig, Ben R.
11
Jacobs, Kris
11
Koopman, Siem Jan
11
McAleer, Michael
11
Perote, Javier
11
Pesaran, M. Hashem
11
Fabozzi, Frank J.
10
Kapetanios, George
10
Rockinger, Michael
10
Jondeau, Eric
9
Račev, Svetlozar T.
9
Timmermann, Allan
9
Bali, Turan G.
8
Hautsch, Nikolaus
8
Marcellino, Massimiliano
8
Allen, David E.
7
Ciecka, James E.
7
Kim, Young Shin
7
Leisen, Dietmar
7
Liesenfeld, Roman
7
Madan, Dilip B.
7
Skoog, Gary R.
7
Stambaugh, Robert F.
7
Vilsmeier, Johannes
7
Ñíguez, Trino-Manuel
7
Aastveit, Knut Are
6
Andersen, Torben
6
Cui, Zhenyu
6
Ghysels, Eric
6
Giglio, Stefano
6
Guidolin, Massimo
6
Heckman, James J.
6
Lippi, Marco
6
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6
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CREATES research paper
2
Handbook of economic forecasting ; Volume 2A
1
Journal of financial and quantitative analysis : JFQA
1
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1
Review of asset pricing studies
1
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ECONIS (ZBW)
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1
The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Pan, Xuhui
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
Saved in:
2
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:
3
Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
4
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
5
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
6
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
7
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
Saved in:
8
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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