//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"1973-2009"
~subject:"Skewness"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Christoffersen, Peter F."
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
1973-2009
Skewness
Volatility
55
Volatilität
53
Theorie
51
Theory
49
Prognoseverfahren
42
Forecasting model
40
Option pricing theory
31
Optionspreistheorie
31
ARCH-Modell
28
ARCH model
26
Capital income
24
Kapitaleinkommen
24
Risikomanagement
22
Portfolio-Management
21
Portfolio selection
20
USA
19
Risk management
18
United States
18
Risikoprämie
17
Risk premium
17
Schätzung
17
CAPM
16
Estimation
16
Stochastic process
15
Stochastischer Prozess
15
Risikomaß
14
Risk
14
Risk measure
14
Risiko
13
Time series analysis
13
Zeitreihenanalyse
13
Statistical distribution
9
Statistische Verteilung
9
Börsenkurs
8
Measurement
8
Messung
8
Share price
8
Yield curve
8
Zinsstruktur
8
Aktienmarkt
7
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz im Buch
2
Aufsatz in Zeitschrift
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
6
Author
All
Christoffersen, Peter F.
6
Andersen, Torben
3
Bollerslev, Tim
3
Diebold, Francis X.
3
Jacobs, Kris
3
Amaya, Diego
1
Chang, Bo Young
1
Errunza, Vihang R.
1
Langlois, Hugues
1
Vasquez, Aurelio
1
more ...
less ...
Published in...
All
Financial markets and asset pricing
1
Handbook of economic forecasting ; Volume 2A
1
Journal of financial economics
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Penn Institute for Economic Research
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
2
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2013
Persistent link: https://www.econbiz.de/10009696029
Saved in:
3
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
4
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2012
Persistent link: https://www.econbiz.de/10009553634
Saved in:
5
Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
Saved in:
6
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2011
Persistent link: https://www.econbiz.de/10009389307
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->