Peter Christoffersen
About
Peter Christoffersen has authored 153 papers that have received a total of 8.3k 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 (68 papers), Stochastic processes and financial applications (66 papers) and Financial Markets and Investment Strategies (56 papers). Peter Christoffersen is often cited by papers focused on Financial Risk and Volatility Modeling (68 papers), Stochastic processes and financial applications (66 papers) and Financial Markets and Investment Strategies (56 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
In The Last Decade
Explore authors with similar magnitude of impact
Top fields papers by Tanja Stadler are about Top countries impacted by papers by Eckehard G. Brockerhoff Top fields papers by Claudio F. Lanata are about Top journals papers by Oleg Gang are published in Top fields papers by Paul Lehmann are about Top journals papers by Michael J. Coughlin are published in Top authors papers by Hans Siegbahn are co-authored with Top fields papers by Siobhain M. O’Mahony are about