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Browsing by Author « Christoffersen, Peter »
Showing results 1 to 19 of 19
| Backtesting Value-at-Risk: A Duration-Based Approach | | Christoffersen, Peter; Pelletier, Denis | | Issue Date : 2003-02 |
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| Company Flexibility, the Value of Management and Managerial Compensation | | Christoffersen, Peter; Pavlov, Andrey | | Issue Date : 2003-02 |
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| Création de valeur, gestion de risque et options réelles | | Boyer, Marcel; Christoffersen, Peter; Lasserre, Pierre; Pavlov, Andrey | | Issue Date : 2003-03 |
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| Estimation Risk in Financial Risk Management | | Christoffersen, Peter; Gonçalves, Sílvia | | Issue Date : 2004-04 |
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| Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options | | Christoffersen, Peter; Jacobs, Kris; Ornthanalai, Chayawat | | Issue Date : 2009-08 |
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| Financial Asset Returns, Market Timing, and Volatility Dynamics | | Christoffersen, Peter; Diebold, Francis X. | | Issue Date : 2002-01 |
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| The Importance of the Loss Function in Option Pricing | | Christoffersen, Peter; Jacobs, Kris | | Issue Date : 2001-07 |
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| The Importance of the Loss Function in Option Valuation | | Christoffersen, Peter; Jacobs, Kris | | Issue Date : 2003-08 |
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| The Informational Content of Over-the-Counter Currency Options | | Christoffersen, Peter; Mazzotta, Stefano | | Issue Date : 2004-04 |
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| Let's Get "Real" about Using Economic Data | | Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R. | | Issue Date : 2001-07 |
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| Nonlinear Kalman Filtering in Affine Term Structure Models | | Christoffersen, Peter; Dorion, Christian; Jacobs, Kris; Karoui, Lotfi | | Issue Date : 2014-01 |
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| Option-Implied Measures of Equity Risk | | Chang, Bo-Young; Christoffersen, Peter; Jacobs, Kris; Vainberg, Gregory | | Issue Date : 2009-08 |
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| Option Valuation with Conditional Heteroskedasticity and Non-Normality | | Christoffersen, Peter; Elkamhi, Redouane; Feunou, Bruno; Jacobs, Kris | | Issue Date : 2009-08 |
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| Option Valuation with Conditional Skewness | | Christoffersen, Peter; Heston, Steve; Jacobs, Kris | | Issue Date : 2003-08 |
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| Option Valuation with Long-run and Short-run Volatility Components | | Christoffersen, Peter; Jacobs, Kris; Wang, Yintian | | Issue Date : 2004-11 |
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| Size Matters: The Impact of Capital Market Liberalization on Individual Firms | | Christoffersen, Peter; Chung, Hyunchul; Errunza, Vihang | | Issue Date : 2003-04 |
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| Testing and Comparing Value-at-Risk Measures | | Christoffersen, Peter; Hahn, Jinyong; Inoue, Atsushi | | Issue Date : 2001-01 |
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| Value creation, risk management, and real options | | Boyer, Marcel; Christoffersen, Peter; Lasserre, Pierre; Pavlov, Andrey | | Issue Date : 2003-03 |
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| Which Volatility Model for Option Valuation? | | Christoffersen, Peter; Jacobs, Kris | | Issue Date : 2002-04 |
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Showing results 1 to 19 of 19
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