//--> //--> //--> //-->
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
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
The Information Content of Ove...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
65
Volatilität
59
Theorie
52
Theory
51
Optionspreistheorie
48
Option pricing theory
47
Forecasting model
41
Prognoseverfahren
41
Capital income
30
Kapitaleinkommen
30
ARCH model
29
ARCH-Modell
29
CAPM
25
Portfolio selection
24
Portfolio-Management
24
Risikoprämie
24
Risk premium
24
Estimation
20
Risk management
20
Schätzung
20
USA
20
United States
20
Risikomanagement
19
Risiko
16
Stochastic process
16
Stochastischer Prozess
16
Risikomaß
15
Risk
15
Risk measure
15
Statistical distribution
13
Statistische Verteilung
13
Time series analysis
13
Zeitreihenanalyse
13
Correlation
12
Korrelation
12
Yield curve
11
Zinsstruktur
11
Asset pricing
10
Börsenkurs
10
GARCH
10
more ...
less ...
Online availability
All
Free
188
Undetermined
44
Type of publication
All
Book / Working Paper
224
Article
112
Other
1
Type of publication (narrower categories)
All
Working Paper
67
Arbeitspapier
62
Graue Literatur
56
Non-commercial literature
56
Article in journal
54
Aufsatz in Zeitschrift
54
Aufsatz im Buch
5
Book section
5
Festschrift
3
Aufsatzsammlung
2
Article
1
Bibliografie
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
216
Undetermined
117
French
4
Author
All
Christoffersen, Peter
191
Jacobs, Kris
144
Christoffersen, Peter F.
119
Diebold, Francis X.
48
Mazzotta, Stefano
35
Feunou, Bruno
23
Ornthanalai, Chayawat
22
Bollerslev, Tim
17
Langlois, Hugues
17
Chang, Bo Young
13
Heston, Steven L.
13
Elkamhi, Redouane
12
Jin, Xisong
12
Wang, Yintian
12
Andersen, Torben
11
Dorion, Christian
11
Errunza, Vihang R.
11
Pelletier, Denis
11
Errunza, Vihang
10
Fournier, Mathieu
10
Mimouni, Karim
10
Jeon, Yoontae
9
Berkowitz, Jeremy
8
Ghysels, Eric
8
Karoui, Mehdi
8
Doyle, Peter
7
Hahn, Jinyong
7
Inoue, Atsushi
7
Karoui, Lotfi
7
Swanson, Norman R.
7
Vainberg, Gregory
7
Andersen, Torben G.
6
Chaieb, Ines
6
Meddahi, Nour
6
Sløk, Torsten
6
Amaya, Diego
5
Giorgianni, Lorenzo
5
Goyenko, Ruslan
5
Vasquez, Aurelio
5
Ackert, Lucy F.
4
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
24
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
19
Econometric Society
2
European Central Bank
2
Bank of Canada
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Department of Economics, Poole College of Management
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
Financial Institutions Center, Wharton School of Business
1
Internationaler Währungsfonds / European Department <1>
1
Internationaler Währungsfonds / Research Department
1
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
more ...
less ...
Published in...
All
CREATES Research Papers
24
CREATES research paper
21
CIRANO Working Papers
16
The review of financial studies
14
Rotman School of Management Working Paper
12
Working papers / Financial Institutions Center
12
Journal of financial economics
11
NBER Working Paper
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Journal of banking & finance
5
Review of Financial Studies
5
Working paper / National Bureau of Economic Research, Inc.
5
CREATES Research Paper
4
IMF working paper
4
Journal of Financial Economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
The economics of transition
4
CFS working paper series
3
IMF Working Paper
3
Journal of international money and finance
3
Management Science
3
Review of finance : journal of the European Finance Association
3
Rotman School of Management working paper / University of Toronto Rotman School of Management
3
Staff working paper / Bank of Canada
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Canada Working Paper
2
CIRANO Burgundy Reports
2
ECB Working Paper
2
EPRU Working Paper Series
2
Journal of Empirical Finance
2
Journal of Financial Econometrics
2
Journal of Financial and Quantitative Analysis
2
Journal of International Money and Finance
2
Journal of behavioral and experimental finance
2
Journal of econometrics
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
223
RePEc
82
OLC EcoSci
24
EconStor
6
BASE
1
ArchiDok
1
Showing
121
-
130
of
337
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
121
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
Saved in:
122
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
Saved in:
123
Cointegration and long-horizon forecasting
Christoffersen, Peter F.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 450-458
Persistent link: https://www.econbiz.de/10001251801
Saved in:
124
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
125
From inflation to growth : eight years of transition
Christoffersen, Peter F.
-
1998
Persistent link: https://www.econbiz.de/10000994312
Saved in:
126
Cointegration and long-horizon forecasting
Christoffersen, Peter F.
-
1997
Persistent link: https://www.econbiz.de/10000967637
Saved in:
127
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10000968816
Saved in:
128
Cointegration and long-horizon forecasting
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10000973670
Saved in:
129
Republic of Poland: selected issues and statistical appendix
Wescott, Robert F.
;
Christoffersen, Peter F.
;
Stotsky, …
-
1998
Persistent link: https://www.econbiz.de/10000988261
Saved in:
130
Horizon problems and extreme events in financial risk management
Christoffersen, Peter F.
- In:
Economic policy review
4
(
1998
)
3
,
pp. 109-118
Persistent link: https://www.econbiz.de/10001338729
Saved in:
First
Prev
9
10
11
12
13
14
15
16
17
18
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->