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Peter Christoffersen

Peter Christoffersen

D-Index & Metrics

Discipline name D-Index World Ranking National Ranking Publications Citations
Economics and Finance 60 814 14 179 20071

Peter Christoffersen publications per year

The chart shows the history of publications by Peter Christoffersen between 1996 and 2021, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Peter Christoffersen published across 26 years, from 1996 to 2021, averaging 7 papers a year. Output peaked at 20 publications in 2012. 4 of the 181 publications appeared in the last two years.

No. of publications
5 10 15 20
Bar chart. Horizontal axis: year, 1996 to 2021. Vertical axis: number of publications, 0 to 20. Peak 20 publications in 2012. 1996: 2 publications 1997: 3 publications 1998: 9 publications 1999: 7 publications 2000: 6 publications 2001: 8 publications 2002: 5 publications 2003: 8 publications 2004: 15 publications 2005: 3 publications 2006: 7 publications 2007: 6 publications 2008: 7 publications 2009: 11 publications 2010: 9 publications 2011: 7 publications 2012: 20 publications 2013: 14 publications 2014: 6 publications 2015: 5 publications 2016: 8 publications 2017: 5 publications 2018: 4 publications 2019: 2 publications 2020: 2 publications 2021: 2 publications
1996 2021

181 publications in total across all disciplines

View publications per year as a table
Peter Christoffersen: publications per year, 1996 to 2021
Year Publications
1996 2
1997 3
1998 9
1999 7
2000 6
2001 8
2002 5
2003 8
2004 15
2005 3
2006 7
2007 6
2008 7
2009 11
2010 9
2011 7
2012 20
2013 14
2014 6
2015 5
2016 8
2017 5
2018 4
2019 2
2020 2
2021 2
Total 181
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Peter Christoffersen publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Peter Christoffersen sits on this spectrum.

No. of scientists
25 50 75 100
Bar chart with 97 bars. Horizontal axis: publications, 42–46 to 521+. Vertical axis: number of scientists, 0 to 111. Most scientists, 111, have 137–141 publications. The last bar groups every scientist with 521 publications or more. The highlighted bar, 177–181 publications, is where this scientist sits. 42–46 publications: 1 scientist 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42–46 publications 521+

This scientist: 179 publications — 54th percentile

54% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

View publications distribution as a table
Number of Economics and Finance scientists by publication count, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
Publications Scientists This scientist
42–46 1
47–51 12
52–56 7
57–61 23
62–66 32
67–71 36
72–76 56
77–81 57
82–86 70
87–91 86
92–96 72
97–101 106
102–106 97
107–111 96
112–116 101
117–121 103
122–126 102
127–131 108
132–136 107
137–141 111
142–146 94
147–151 96
152–156 100
157–161 74
162–166 68
167–171 91
172–176 76
177–181 75 179
182–186 61
187–191 66
192–196 68
197–201 71
202–206 60
207–211 56
212–216 44
217–221 51
222–226 65
227–231 48
232–236 59
237–241 37
242–246 37
247–251 41
252–256 43
257–261 33
262–266 34
267–271 39
272–276 25
277–281 29
282–286 29
287–291 26
292–296 31
297–301 31
302–306 24
307–311 28
312–316 24
317–321 13
322–326 14
327–331 25
332–336 18
337–341 16
342–346 18
347–351 15
352–356 17
357–361 19
362–366 16
367–371 17
372–376 7
377–381 18
382–386 13
387–391 19
392–396 9
397–401 10
402–406 13
407–411 13
412–416 5
417–421 10
422–426 6
427–431 12
432–436 9
437–441 9
442–446 10
447–451 12
452–456 8
457–461 4
462–466 7
467–471 4
472–476 5
477–481 6
482–486 7
487–491 8
492–496 5
497–501 4
502–506 4
507–511 5
512–516 7
517–520 7
521+ 99
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Peter Christoffersen D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Peter Christoffersen sits on this spectrum.

No. of scientists
50 100 150
Bar chart with 72 bars. Horizontal axis: D-Index, 30 to 101+. Vertical axis: number of scientists, 0 to 178. Most scientists, 178, have 33 D-Index. The last bar groups every scientist with 101 D-Index or more. The highlighted bar, 60 D-Index, is where this scientist sits. 30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 60 D-Index — 79th percentile

79% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

View D-Index distribution as a table
Number of Economics and Finance scientists by D-index, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
D-Index Scientists This scientist
30 126
31 147
32 157
33 178
34 171
35 141
36 132
37 129
38 130
39 120
40 117
41 113
42 114
43 97
44 115
45 86
46 78
47 83
48 62
49 74
50 50
51 66
52 69
53 55
54 67
55 61
56 62
57 45
58 34
59 47
60 46 60
61 36
62 37
63 56
64 50
65 32
66 28
67 30
68 24
69 25
70 22
71 21
72 26
73 24
74 23
75 12
76 14
77 15
78 15
79 17
80 17
81 11
82 10
83 16
84 11
85 5
86 9
87 13
88 9
89 7
90 6
91 4
92 8
93 10
94 11
95 6
96 4
97 4
98 6
99 6
100 8
101+ 100
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Research.com Recognitions

  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)

Overview

Peter Christoffersen was affiliated with the University of Toronto in Canada. Their research primarily focused on the fields of economics, econometrics, and finance, with specific attention to finance, economics and econometrics, and general economics, econometrics, and finance.

The main topics addressed in Christoffersen's work included:

  • Financial Markets and Investment Strategies
  • Market Dynamics and Volatility
  • Capital Investment and Risk Analysis
  • Monetary Policy and Economic Impact
  • Stochastic processes and financial applications
  • Complex Systems and Time Series Analysis

Christoffersen had a presence in a number of academic journals, publishing in venues such as:

  • Journal of Financial and Quantitative Analysis
  • Review of Financial Studies
  • European Finance Review
  • Econstor (Econstor)

The following papers exemplify some of Christoffersen's recent research contributions:

  • Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk, 2020, Journal of Financial and Quantitative Analysis
  • The State Price Density Implied by Crude Oil Futures and Option Prices, 2021, Review of Financial Studies
  • Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity, 2020, European Finance Review
  • Time-Varying Crash Risk: The Role of Stock Market Liquidity, 2021, Econstor (Econstor)

Throughout their career, Christoffersen collaborated frequently with several co-authors, including:

  • Kris Jacobs
  • Bruno Feunou
  • Yoontae Jeon
  • Chayawat Ornthanalai
  • Mathieu Fournier

Christoffersen was recognized as a Fellow of the Financial Institutions Center (FIC), an award that signifies connection to research on financial institutions. Their work encompassed various aspects of risk analysis, financial market behavior, and econometric modeling.

Best Publications

  • Evaluating Interval Forecasts.

    Peter F Christoffersen

  • Elements of Financial Risk Management

    Peter F Christoffersen

  • The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well

    Peter Christoffersen;Steven Heston;Kris Jacobs

  • Backtesting Value-at-Risk: A Duration-Based Approach

    Peter Christoffersen;Denis Pelletier

  • Volatility and Correlation Forecasting

    Torben Andersen;Tim Bollerslev;Peter Christoffersen;Francis Diebold

  • Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach

    Peter F. Christoffersen;Vihang Errunza;Kris Jacobs;Hugues Langlois

  • Does realized skewness predict the cross-section of equity returns? ☆

    Diego Amaya;Peter Christoffersen;Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Aurelio Vasquez

  • Market skewness risk and the cross section of stock returns

    Bo Young Chang;Peter F. Christoffersen;Peter F. Christoffersen;Kris Jacobs;Kris Jacobs

  • Evaluating Value-at-Risk Models with Desk-Level Data

    Jeremy Berkowitz;Peter Christoffersen;Denis Pelletier

  • OPTIMAL PREDICTION UNDER ASYMMETRIC LOSS

    Peter F. Christoffersen;Francis X. Diebold

  • HOW RELEVANT IS VOLATILITY FORECASTING FOR FINANCIAL RISK MANAGEMENT

    Peter F. Christoffersen;Francis X. Diebold

  • The Importance of the Loss Function in Option Valuation

    Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Kris Jacobs

  • Option valuation with long-run and short-run volatility components☆

    Peter Christoffersen;Kris Jacobs;Yintian Wang

  • Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices

    Peter Christoffersen;Kris Jacobs;Karim Mimouni

  • Testing and comparing Value-at-Risk measures

    Peter Christoffersen;Jinyong Hahn;Atsushi Inoue

  • Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics

    Peter F. Christoffersen;Francis X. Diebold

  • Option valuation with conditional skewness

    Peter Christoffersen;Steve Heston;Kris Jacobs

  • Which GARCH Model for Option Valuation

    Peter Christoffersen;Kris Jacobs

  • Capturing Option Anomalies with a Variance-Dependent Pricing Kernel

    Peter Christoffersen;Steven Heston;Kris Jacobs

  • Chapter 15 Volatility and Correlation Forecasting

    Torben G. Andersen;Tim Bollerslev;Peter F. Christoffersen;Francis X. Diebold

  • Option Valuation with Long-Run and Short-Run Volatility Components

    Peter Christoffersen;Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Chayawat Ornthanalai;Yintian Wang

Frequent Co-Authors

Kris Jacobs
Kris Jacobs University of Houston
Francis X. Diebold
Francis X. Diebold University of Pennsylvania
Vihang R. Errunza
Vihang R. Errunza McGill University
Torben G. Andersen
Torben G. Andersen Northwestern University
Tim Bollerslev
Tim Bollerslev Duke University
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Jinyong Hahn
Jinyong Hahn University of California, Los Angeles
Asger Lunde
Asger Lunde Copenhagen Economics
Til Schuermann
Til Schuermann Oliver Wyman
Norman R. Swanson
Norman R. Swanson Rutgers, The State University of New Jersey

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