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List of works by Peter F. Christoffersen

Cointegration and Long-Horizon Forecasting ⬇️

scientific article published in October 1997

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

Financial Risk Measurement for Financial Risk Management ⬇️

scientific article published in May 2012

How Relevant is Volatility Forecasting for Financial Risk Management? ⬇️

scientific article published in December 1998

Optimal Prediction Under Asymmetric Loss ⬇️

scientific article published in October 1994

Practical Volatility and Correlation Modeling for Financial Market Risk Management ⬇️

scientific article published in January 2005

Volatility Forecasting ⬇️

scientific article published in March 2005

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