The following pages link to Peter Christoffersen (Q292015):
Displaying 9 items.
- Option valuation with conditional skewness (Q292018) (← links)
- Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001) (← links)
- The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (Q3117871) (← links)
- (Q3118896) (← links)
- Value–at–Risk Models (Q3646980) (← links)
- Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* (Q5157709) (← links)
- Dynamic Dependence and Diversification in Corporate Credit* (Q5237859) (← links)
- Parametric Verification of Weighted Systems (Q5240155) (← links)
- (Q5388117) (← links)