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CIRANO Publications by Peter Christoffersen

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CS

Option Valuation with Conditional Heteroskedasticity and Non-Normality

Peter Christoffersen, Redouane Elkamhi, Bruno Feunou and Kris Jacobs

Innovation
CS

Option-Implied Measures of Equity Risk

Bo-Young Chang, Peter Christoffersen, Kris Jacobs and Gregory Vainberg

CS

Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options

Peter Christoffersen, Kris Jacobs and Chayawat Ornthanalai

Simulation
CS

Option Valuation with Long-run and Short-run Volatility Components

Peter Christoffersen, Kris Jacobs and Yintian Wang

Simulation
CS

Estimation Risk in Financial Risk Management

Peter Christoffersen and Silvia Gonçalves

Risk Management and Financial risks
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