Peter Christoffersen

6편

• Rare Disasters, Credit, and Option Market Puzzles
  ms · 2016 · 인용 18 · Credit Risk and Financial Regulations
• Nonlinear Kalman Filtering in Affine Term Structure Models
  ms · 2014 · 인용 0 · Economic theories and models
• The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
  ms · 2009 · 인용 542 · Stochastic processes and financial applications
• Evaluating Value-at-Risk Models with Desk-Level Data
  ms · 2007 · 인용 14 · Financial Markets and Investment Strategies
• Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
  ms · 2006 · 인용 245 · Financial Risk and Volatility Modeling
• Which GARCH Model for Option Valuation?
  ms · 2004 · 인용 290 · Financial Risk and Volatility Modeling