Peter Christoffersen
From MaRDI portal
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 |
|---|---|---|
| Evaluating interval forecasts International Economic Review | 2026-02-04 | Paper |
| 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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