Peter Christoffersen

From MaRDI portal
Person:292015

Available identifiers

zbMath Open christoffersen.peter-fMaRDI QIDQ292015

List of research outcomes





PublicationDate of PublicationType
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity*2021-10-19Paper
Dynamic Dependence and Diversification in Corporate Credit*2019-10-25Paper
Parametric Verification of Weighted Systems2019-10-24Paper
Option valuation with conditional skewness2016-06-10Paper
https://portal.mardi4nfdi.de/entity/Q53881172012-04-18Paper
https://portal.mardi4nfdi.de/entity/Q31188962012-03-06Paper
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well2012-03-01Paper
Volatility Components, Affine Restrictions, and Nonnormal Innovations2010-12-30Paper
Value–at–Risk Models2009-11-27Paper

Research outcomes over time

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