Elements of Financial Risk Management
Latest Publications

TOTAL DOCUMENTS

19

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By Elsevier

9780123744487

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A Primer on Financial Time Series Analysis

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00003-8 ◽

2012 ◽

pp. 39-64

Author(s):

Peter F. Christoffersen

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Financial Time Series ◽

Financial Time ◽

Series Analysis

Download Full-text

Backtesting and Stress Testing

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00013-0 ◽

2012 ◽

pp. 299-320

Author(s):

Peter F. Christoffersen

Keyword(s):

Stress Testing

Download Full-text

Volatility Modeling Using Intraday Data

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00005-1 ◽

2012 ◽

pp. 93-120 ◽

Cited By ~ 1

Author(s):

Peter F. Christoffersen

Keyword(s):

Volatility Modeling ◽

Intraday Data

Download Full-text

Risk Management and Financial Returns

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00001-4 ◽

2012 ◽

pp. 3-20 ◽

Cited By ~ 1

Author(s):

Peter F. Christoffersen

Keyword(s):

Risk Management ◽

Financial Returns

Download Full-text

Nonnormal Distributions

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00006-3 ◽

2012 ◽

pp. 121-149

Author(s):

Peter F. Christoffersen

Keyword(s):

Nonnormal Distributions

Download Full-text

Covariance and Correlation Models

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00007-5 ◽

2012 ◽

pp. 153-171

Author(s):

Peter F. Christoffersen

Keyword(s):

Correlation Models

Download Full-text

Option Risk Management

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00011-7 ◽

2012 ◽

pp. 251-275 ◽

Cited By ~ 3

Author(s):

Peter F. Christoffersen

Keyword(s):

Risk Management

Download Full-text

Copyright

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00015-4 ◽

2012 ◽

pp. iv ◽

Cited By ~ 1

Download Full-text

Distributions and Copulas for Integrated Risk Management

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00009-9 ◽

2012 ◽

pp. 193-215

Author(s):

Peter F. Christoffersen

Keyword(s):

Risk Management ◽

Integrated Risk ◽

Integrated Risk Management

Download Full-text

Dedication

Elements of Financial Risk Management ◽

10.1016/b978-0-12-374448-7.00020-8 ◽

2012 ◽

pp. v

Download Full-text