BibSonomy :: author  ::

bookmarks

publications

(14)

• Creating agents that entertain
  Colleen Lent and Kelly Christoffersen and Hsiu-Chin Lin Journal of Computing Sciences in Colleges 23 (2008)
  to agents entertainment funology by anrcare on 2008-07-25 16:11:24
  | URL | BibTeX  
• Identifiying core documents with a multiple evidence relevance filter
  Mikkel Christoffersen Scientometrics 61 385-394 (2004)
  to Literaturdatenbank gelesen relevanz by wdees on 2008-05-14 09:16:44
  | BibTeX  
• Testing and comparing Value-at-Risk measures
  Peter Christoffersen and Jinyong Hahn and Atsushi Inoue Journal of Empirical Finance 8 325--342 (2001)
  to Risk management by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Let's get "real" about using economic data
  Peter Christoffersen and Eric Ghysels and Norman R. Swanson Journal of Empirical Finance 9 343--360 (2002)
  to Market efficiency by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Size matters: The impact of financial liberalization on individual firms
  Peter Christoffersen and Hyunchul Chung and Vihang Errunza Journal of International Money and Finance 25 1296--1318 (2006)
  to Revaluation effect by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada
  Susan E. K. Christoffersen and Christopher C. G{\'e}czy and David K. Musto and Adam V. Reed Journal of Financial Economics 78 121--144 (2005)
  to Mutual funds by smicha on 2008-04-22 15:17:45
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• The importance of the loss function in option valuation
  Peter Christoffersen and Kris Jacobs Journal of Financial Economics 72 291--318 (2004)
  to Implied functions volatility by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Handbook of Economic Forecasting
  Torben G. Andersen and Tim Bollerslev and Peter F. Christoffersen and Francis X. Diebold 777--878 (2006)
  to modeling volatility by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Option valuation with conditional skewness
  Peter Christoffersen and Steve Heston and Kris Jacobs Journal of Econometrics 131 253--284 (2006)
  to Continuous-time limit by smicha on 2008-04-21 22:02:42
  | URL | BibTeX  
• Identifying core documents with a multiple evidence relevance filter.
  Mikkel Christoffersen Scientometrics 61 385-394 (2004)
  to dblp by dblp on 2005-11-10 00:00:00
  | URL | BibTeX