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~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Christoffersen, Peter F."
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ECONIS (ZBW)
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1
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
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2
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:
3
Interest-rate arbitrage in currency baskets : forecasting weights and measuring risk
Christoffersen, Peter F.
;
Giorgianni, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 242-253
Persistent link: https://www.econbiz.de/10001469690
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