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~person:"Christoffersen, Peter F."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
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Search: subject:"Risikoprämie"
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Risikoprämie
10
Risk premium
10
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Capital income
3
Estimation
3
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Stochastischer Prozess
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Compound Poisson jumps
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2004-2012
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Aufsatz in Zeitschrift
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7
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Christoffersen, Peter F.
Zaremba, Adam
26
Gupta, Rangan
20
Fabozzi, Frank J.
18
Jacobs, Kris
17
Zhou, Hao
16
Bekaert, Geert
15
Rubio, Gonzalo
15
Wolff, Christiaan Cornelis Petrus
15
Almeida, Caio
14
Lustig, Hanno
14
Bansal, Ravi
13
Batten, Jonathan A.
13
Sarno, Lucio
13
Wohar, Mark E.
13
Bali, Turan G.
12
Bollerslev, Tim
12
Gollier, Christian
12
Tzavalis, Elias
12
Zhang, Jin E.
12
Benth, Fred Espen
11
Bhar, Ramaprasad
10
Demirer, Rıza
10
Garcia, René
10
Guidolin, Massimo
10
Hammoudeh, Shawkat
10
Hassan, M. Kabir
10
Long, Huaigang
10
Miffre, Joëlle
10
Prokopczuk, Marcel
10
Ruan, Xinfeng
10
Tauchen, George Eugene
10
Wagner, Niklas F.
10
Wang, Junbo
10
Baillie, Richard
9
Cakici, Nusret
9
Campbell, John Y.
9
Chernov, Mikhail
9
Lettau, Martin
9
Tai, Chu-sheng
9
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Journal of financial economics
3
Review of finance : journal of the European Finance Association
2
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
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ECONIS (ZBW)
10
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1
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
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
3
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:
4
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
5
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
6
Dynamic jump intensities and risk premiums in crude oil futures and options markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
Saved in:
7
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
8
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
9
Option-implied measures of equity risk
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
2
,
pp. 385-428
Persistent link: https://www.econbiz.de/10009533372
Saved in:
10
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:
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