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Market skewness risk and the c...
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Volatility
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Christoffersen, Peter F.
195
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192
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144
Diebold, Francis X.
100
Bollerslev, Tim
40
Andersen, Torben G.
29
Feunou, Bruno
28
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26
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23
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17
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13
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12
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12
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11
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11
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10
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10
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9
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8
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71
Backtesting value-at-risk : a duration-based approach
Christoffersen, Peter F.
;
Pelletier, Denis
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 84-108
Persistent link: https://www.econbiz.de/10002214210
Saved in:
72
Option valuation with conditional skewness
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 253-284
Persistent link: https://www.econbiz.de/10003298580
Saved in:
73
The accuracy of density forecasts from foreign exchange options
Christoffersen, Peter F.
;
Mazzotta, Stefano
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 578-605
Persistent link: https://www.econbiz.de/10003154312
Saved in:
74
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
75
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
76
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
77
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
78
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
79
Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
-
1999
Persistent link: https://www.econbiz.de/10001427788
Saved in:
80
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1998
Persistent link: https://www.econbiz.de/10001350963
Saved in:
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