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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Christoffersen, Peter F."
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Christoffersen, Peter F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CREATES research paper
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CFS working paper series
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Financial markets and asset pricing
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Handbook of economic forecasting ; 1
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Handbook of economic forecasting ; Vol. 1
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Journal of banking & finance
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Staff working paper / Bank of Canada
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Backtesting value-at-risk : a duration-based approach
Christoffersen, Peter F.
;
Pelletier, Denis
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 84-108
Persistent link: https://www.econbiz.de/10002214210
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