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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
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Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir; Christoffersen, Peter F.; Heston, … - In: Review of asset pricing studies 8 (2018) 2, pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
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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
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Remembering Peter Christoffersen (1967-2018)
Chang, Bo Young; Jacobs, Kris; Ornthanalai, Chayawat; … - In: The journal of derivatives : the official publication … 26 (2018) 1, pp. 109-111
Persistent link: https://www.econbiz.de/10011968677
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The factor structure in equity options
Christoffersen, Peter F.; Fournier, Mathieu; Jacobs, Kris - In: The review of financial studies 31 (2018) 2, pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
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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
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Factor structure in commodity futures return and volatility
Christoffersen, Peter F.; Lunde, Asger; Olesen, Kasper V. - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1083-1115
Persistent link: https://www.econbiz.de/10012139386
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Time-varying crash risk embedded in index options : the role of stock market liquidity
Christoffersen, Peter F.; Feunou, Bruno; Jeon, Yoontae; … - In: Review of finance : journal of the European Finance … 25 (2021) 4, pp. 1261-1298
Persistent link: https://www.econbiz.de/10012594641
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Special issue articles on predictive modeling, volatility, and risk management in financial markets, in memory of Peter F. Christoffersen, part II
Christoffersen, Peter F. (honouree) - 2021
Persistent link: https://www.econbiz.de/10012504372
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Special issue articles on predictive modeling, volatility, and risk management in financial markets, in memory of Peter F. Christoffersen, part I
Christoffersen, Peter F. (honouree) - 2020
Persistent link: https://www.econbiz.de/10012316687