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peter.christoffersen@cirano.qc.ca

Liste des publications scientifiques au CIRANO par Peter Christoffersen

Code Publications
2009s-32 CS Peter Christoffersen, Redouane Elkamhi, Bruno Feunou et Kris Jacobs. Option Valuation with Conditional Heteroskedasticity and Non-Normality
2009s-33 CS Bo-Young Chang, Peter Christoffersen, Kris Jacobs et Gregory Vainberg. Option-Implied Measures of Equity Risk
2009s-34 CS Peter Christoffersen, Kris Jacobs et Chayawat Ornthanalai. Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options
2004s-56 CS Peter Christoffersen, Kris Jacobs et Yintian Wang. Option Valuation with Long-run and Short-run Volatility Components
2004s-15 CS Peter Christoffersen et Sílvia Gonçalves. Estimation Risk in Financial Risk Management
2004s-16 CS Peter Christoffersen et Stefano Mazzotta. The Informational Content of Over-the-Counter Currency Options
2003s-50 CS Peter Christoffersen, Steve Heston et Kris Jacobs. Option Valuation with Conditional Skewness
2003s-52 CS Peter Christoffersen et Kris Jacobs. The Importance of the Loss Function in Option Valuation
2003s-13 CS Peter Christoffersen, Hyunchul Chung et Vihang Errunza. Size Matters: The Impact of Capital Market Liberalization on Individual Firms
2003RB-01 RB Marcel Boyer, Peter Christoffersen, Pierre Lasserre et Andrey Pavlov. Création de valeur, gestion de risque et options réelles
2003RB-02 RB Marcel Boyer, Peter Christoffersen, Pierre Lasserre et Andrey Pavlov. Value creation, risk management, and real options
2003s-06 CS Peter Christoffersen et Andrey Pavlov. Company Flexibility, the Value of Management and Managerial Compensation
2003s-05 CS Peter Christoffersen et Denis Pelletier. Backtesting Value-at-Risk: A Duration-Based Approach
2002s-33 CS Peter Christoffersen et Kris Jacobs. Which Volatility Model for Option Valuation?
2002s-02 CS Peter Christoffersen et Francis X. Diebold. Financial Asset Returns, Market Timing, and Volatility Dynamics
2001s-44 CS Peter Christoffersen, Eric Ghysels et Norman R. Swanson. Let's Get "Real"" about Using Economic Data"
2001s-45 CS Peter Christoffersen et Kris Jacobs. The Importance of the Loss Function in Option Pricing
2001RP-04 RP Marcel Boyer, Peter Christoffersen, Pierre Lasserre et Andrey Pavlov. Value Creation through Real Options Management
2001s-03 CS Peter Christoffersen, Jinyong Hahn et Atsushi Inoue. Testing and Comparing Value-at-Risk Measures

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