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~person:"Christoffersen, Peter F."
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Christoffersen, Peter F.
Sentana, Enrique
16
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10
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Christoffersen, Peter
7
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Lin, Yuehao
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ECONIS (ZBW)
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1
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
2
Does realized
skewness
predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
3
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
4
Market
skewness
risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
5
Direction-of-Change Forecasts Based on Conditional Variance,
Skewness
and Kurtosis Dynamics : International Evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
East Asian Bureau of Economic Research (EABER)
-
2006
, but also conditional
skewness
and kurtosis information, when forming direction-of-change forecasts. …
Persistent link: https://www.econbiz.de/10009363828
Saved in:
6
Direction-of-Change Forecasts Based on Conditional Variance,
Skewness
and Kurtosis Dynamics : International Evidence
Tay, Anthony S.
;
Christoffersen, Peter F.
;
Diebold, …
-
East Asian Bureau of Economic Research (EABER)
-
2006
, but also conditional
skewness
and kurtosis information, when forming direction-of-change forecasts. …
Persistent link: https://www.econbiz.de/10009363861
Saved in:
7
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance,
Skewness
and Kurtosis Dynamics: Evidence from Hong Kong and Singapore
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
School of Economics, Singapore Management University
-
2004
conditional
skewness
and kurtosis information, when forming direction-of-change forecasts. …
Persistent link: https://www.econbiz.de/10005091204
Saved in:
8
Direction-of-Change Forecasts Based on Conditional Variance,
Skewness
and Kurtosis Dynamics: International Evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
Department of Economics, University of Pennsylvania
-
2006
, but also conditional
skewness
and kurtosis information, when forming direction-of-change forecasts. …
Persistent link: https://www.econbiz.de/10005109605
Saved in:
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