Browsen in EconStor gesamt nach Autor:innen Christoffersen, Peter
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Erscheinungsjahr | Titel | Autor:innen |
2001 | Let's Get Real about Using Economic Data | Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R. |
2004 | The informational content of over-the-counter currency options | Christoffersen, Peter; Mazzotta, Stefano |
2012 | The economic value of realized volatility: Using high-frequency returns for option valuation | Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour |
2015 | Option Valuation with Observable Volatility and Jump Dynamics | Christoffersen, Peter; Feunou, Bruno; Jeon, Yoontae |