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Christoffersen, Peter F.
13
Diebold, Francis X.
10
Bollerslev, Tim
3
Andersen, Torben G.
2
Andersen, Torben G
1
Christoffersen, Peter F
1
Diebold, Francis X
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Working paper / National Bureau of Economic Research, Inc
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Technical working paper / National Bureau of Economic Research
2
Econometric theory
1
Economic policy review
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Financial services at the crossroads: capital regulation in the twenty-first century
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OLC EcoSci
ECONIS (ZBW)
135
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EconStor
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2
USB Cologne (business full texts)
1
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1
FINANCIAL RISK MEASUREMENT FOR FINANCIAL RISK MANAGEMENT
Andersen, Torben G
;
Bollerslev, Tim
;
Christoffersen, Peter F
-
2012
Persistent link: https://www.econbiz.de/10009987944
Saved in:
2
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Management science : journal of the Institute for …
52
(
2006
)
8
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10007290190
Saved in:
3
PRACTICAL VOLATILITY AND CORRELATION MODELING FOR FINANCIAL MARKET RISK MANAGEMENT
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006956030
Saved in:
4
VOLATILITY FORECASTING
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006960219
Saved in:
5
FINANCIAL ASSET RETURNS, DIRECTION-OF-CHANGE FORECASTING, AND VOLATILITY DYNAMICS
Christoffersen, Peter F.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10006966768
Saved in:
6
Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
Christoffersen, Peter F.
;
Giorgianni, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 242-253
Persistent link: https://www.econbiz.de/10008217905
Saved in:
7
How Relevant is Volatility Forecasting for Financial Risk Management?
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
The review of economics and statistics
82
(
2000
)
1
,
pp. 12-22
Persistent link: https://www.econbiz.de/10006386540
Saved in:
8
Horizon problems and extreme events in financial risk management
Christoffersen, Peter F.
;
Diebold, Francis Xavier
; …
- In:
Economic policy review
4
(
1998
)
3
,
pp. 109-118
Persistent link: https://www.econbiz.de/10009921369
Saved in:
9
HOW RELEVANT IS VOLATILITY FORECASTING FOR FINANCIAL RlSK MANAGEMENT?
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1998
Persistent link: https://www.econbiz.de/10006990633
Saved in:
10
Special Section on Exogeneity, Cointegration, and Economic Policy - Cointegration and Long-Horizon Forecasting
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 450-458
Persistent link: https://www.econbiz.de/10008218977
Saved in:
11
Evaluating Interval Forecasts
Christoffersen, Peter F.
- In:
International economic review
39
(
1998
)
4
,
pp. 841-862
Persistent link: https://www.econbiz.de/10007348085
Saved in:
12
Optimal Prediction under Asymmetric Loss
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10006995385
Saved in:
13
COINTEGRATION AND LONG-HORIZON FORECASTING
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10005979804
Saved in:
14
COINTEGRATION AND LONG-HORIZON FORECASTING Technical Working Paper 217
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1996
Persistent link: https://www.econbiz.de/10005989698
Saved in:
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