Peter Christoffersen
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Person:292015
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Time-varying crash risk embedded in index options: the role of stock market liquidity Review of Finance | 2021-10-19 | Paper |
| Dynamic dependence and diversification in corporate credit Review of Finance | 2019-10-25 | Paper |
| Parametric Verification of Weighted Systems | 2019-10-24 | Paper |
| Option valuation with conditional skewness Journal of Econometrics | 2016-06-10 | Paper |
| Elements of financial risk management. With CD-ROM. | 2012-04-18 | Paper |
| Elements of financial risk management. | 2012-03-06 | Paper |
| The shape and term structure of the index option smirk: why multifactor stochastic volatility models work so well Management Science | 2012-03-01 | Paper |
| Volatility components, affine restrictions, and nonnormal innovations Journal of Business and Economic Statistics | 2010-12-30 | Paper |
| Value–at–Risk Models Handbook of Financial Time Series | 2009-11-27 | Paper |
Research outcomes over time
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