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~isPartOf:"CREATES research paper"
~person:"Christoffersen, Peter F."
~person:"Ravazzolo, Francesco"
~subject:"Asymmetric information"
~subject:"Capital income"
~subject:"Prognoseverfahren"
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Asymmetric information
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Christoffersen, Peter F.
Ravazzolo, Francesco
Bollerslev, Tim
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CREATES research paper
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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
Saved in:
2
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
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2009
Persistent link: https://www.econbiz.de/10003865687
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3
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
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2013
Persistent link: https://www.econbiz.de/10010226861
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4
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
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5
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
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