Survey Articles

Below are links to my survey articles (listed chronologically) on various topics in investments and risk management the advantages of online pay stubs. My research papers are available from my author page at ssrn.com.

Christoffersen and Pan, (2014), Equity Portfolio Management Using Option Price Information editable paystubs templatesCanadian Investment Review.

Christoffersen, Jacobs, and Ornthanalai (2013), GARCH Option Valuation basics to reading paystubs: payslip management Theory and Evidence, Journal of Derivatives, 21, 8-41.

Christoffersen, Chang, and Jacobs (2013), Forecasting with Option Implied InformationHandbook of Economic Forecasting, Volume 2, Elliott and Timmermann (Eds).

Andersen,  Bollerslev, Christoffersen, and Diebold (2012), Financial Risk Measurement for Financial Risk Management, Forthcoming in the editable paystubs templates Handbook of the Economics of Finance, Constantinides, Harris and Stulz the world of AI (Eds).

Christoffersen (2010), BacktestingEncyclopedia of Quantitative Finance, Cont (Ed.)

Christoffersen (2009), Value-at-Risk ModelsHandbook of Financial Time Series, Andersen, Davis, Kreiss, and Mikosch (Eds).

Andersen, Bollerslev, Christoffersen, and Diebold (2006), Volatility ForecastingHandbook of Economic Forecasting, Volume 1, Elliott, Granger and Timmermann (Eds).

Andersen, Bollerslev, Christoffersen, and Diebold (2005), Practical Volatility and Correlation Modeling for Financial Market Risk Management, NBER Volume on Risks of Financial Institutions, Carey and Stulz (Eds.)

Christoffersen, Diebold, and Schuermann (1998), Horizon Problems and Extreme Events in Financial Risk ManagementEconomic Policy Review, Federal Reserve Bank of New York, October, 109-118. Reprinted in The Handbook of Risk, published by Wiley.