Peter Christoffersen

153 papers and 8.4k indexed citations i.

Peter Christoffersen has authored 153 papers that have received a total of 8.4k indexed citations. This includes 124 papers in Finance, 75 papers in Economics and Econometrics and 37 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (67 papers), Stochastic processes and financial applications (66 papers) and Financial Markets and Investment Strategies (57 papers). Peter Christoffersen is often cited by papers focused on Financial Risk and Volatility Modeling (67 papers), Stochastic processes and financial applications (66 papers) and Financial Markets and Investment Strategies (57 papers) and collaborates with scholars based in Canada, United States and Denmark. Peter Christoffersen's co-authors include Kris Jacobs, Francis X. Diebold, Chayawat Ornthanalai, Steven L. Heston and Vihang R. Errunza and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Financial Economics and Management Science.