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Let's get "real" about using economic data
Christoffersen, Peter F. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611035
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Testing and comparing value-at-risk measures
Christoffersen, Peter F.; Hahn, Jinyong; Inoue, Atsushi - In: Journal of empirical finance 8 (2001) 3, pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10001806479
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Cointegration and long-horizon forecasting
Christoffersen, Peter F. - 1997
Persistent link: https://www.econbiz.de/10000967637
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Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002685057
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
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Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002636128
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The importance of the loss function in option valuation
Christoffersen, Peter F.; Jacobs, Kris - In: Journal of financial economics 72 (2004) 2, pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002569521
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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