Christoffersen, Peter F.
Christoffersen, Peter
Christoffersen, Peter F. 1967-2018
Peter F. Christoffersen
VIAF ID: 69984069 (Personal)
Permalink: http://viaf.org/viaf/69984069
Preferred Forms
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- 100 1 _ ‡a Christoffersen, Peter F
- 100 1 _ ‡a Christoffersen, Peter F.
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- 100 1 _ ‡a Christoffersen, Peter F.
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- 100 1 0 ‡a Christoffersen, Peter F.
- 100 1 _ ‡a Christoffersen, Peter F. ‡d 1967-2018
- 100 0 _ ‡a Peter F. Christoffersen
4xx's: Alternate Name Forms (7)
5xx's: Related Names (12)
- 510 2 _ ‡a Aarhus Universitet / Institut for Økonomi / Center for Research in Econometric Analysis of Time Series (CREATES)
- 510 2 _ ‡a Aarhus Universitet ‡b Center for Research in Econometric Analysis of Time Series ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Academic Press (Londyn)
- 510 2 _ ‡a CIRANO
- 510 2 _ ‡a Center for Research in Econometric Analysis of Time Series (Århus)
- 510 2 _ ‡a Copenhagen Business School
- 510 2 _ ‡a Handelshøjskolen i København
- 510 2 _ ‡a Handelshøjskolen i København ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Joseph L. Rotman School of Management
- 510 2 _ ‡a Joseph L. Rotman School of Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Pennsylvania
- 510 2 _ ‡a University of Toronto / Rotman School of Management / Finance
Works
Title | Sources |
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Backtesting value-at-risk : a duration-based approach | |
Cointegration and long-horizon forecasting | |
Company flexibility, the value of management and managerial compensation | |
Création de valeur, gestion de risque et options réelles | |
Dating the turning points of nordic business cycles | |
Elements of financial risk management | |
Essays on forecasting in economics | |
Exploring time-varying jump intensities : evidence from S&P500 returns and options | |
Financial asset returns, market timing, and volatility dynamics | |
Guatemala Ferienparadies zwischen Massengräbern ; warum man am Atitlán-See keine Touristen mehr trifft | |
The importance of the loss function in option valuation | |
informational content of over-the-counter currency options | |
Let's get real about using economic data | |
Optimal prediction under asymmetric loss, 1994: | |
Option valuation with conditional skewness | |
Size matters : the impact of capital market liberalization on individual firms | |
Testing and comparing value-at-risk measures | |
Time-varying crash risk : the role of stock market liquidity | |
Value creation, risk management and real options | |
Volatility forecasting | |
Which volatility model for option valuation? |