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