FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Christoffersen, Peter »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

Showing results 10 to 19 of 19
Let's Get "Real" about Using Economic Data
Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R.
Issue Date : 2001-07

Nonlinear Kalman Filtering in Affine Term Structure Models
Christoffersen, Peter; Dorion, Christian; Jacobs, Kris; Karoui, Lotfi
Issue Date : 2014-01

Option-Implied Measures of Equity Risk
Chang, Bo-Young; Christoffersen, Peter; Jacobs, Kris; Vainberg, Gregory
Issue Date : 2009-08

Option Valuation with Conditional Heteroskedasticity and Non-Normality
Christoffersen, Peter; Elkamhi, Redouane; Feunou, Bruno; Jacobs, Kris
Issue Date : 2009-08

Option Valuation with Conditional Skewness
Christoffersen, Peter; Heston, Steve; Jacobs, Kris
Issue Date : 2003-08

Option Valuation with Long-run and Short-run Volatility Components
Christoffersen, Peter; Jacobs, Kris; Wang, Yintian
Issue Date : 2004-11

Size Matters: The Impact of Capital Market Liberalization on Individual Firms
Christoffersen, Peter; Chung, Hyunchul; Errunza, Vihang
Issue Date : 2003-04

Testing and Comparing Value-at-Risk Measures
Christoffersen, Peter; Hahn, Jinyong; Inoue, Atsushi
Issue Date : 2001-01

Value creation, risk management, and real options
Boyer, Marcel; Christoffersen, Peter; Lasserre, Pierre; Pavlov, Andrey
Issue Date : 2003-03

Which Volatility Model for Option Valuation?
Christoffersen, Peter; Jacobs, Kris
Issue Date : 2002-04

Showing results 10 to 19 of 19

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2016