Browsing All of EconStor by Author Christoffersen, Peter F.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2000 | Dating the Turning Points of Nordic Business Cycles. | Christoffersen, Peter F. |
2003 | Financial asset returns, direction-of-change forecasting, and volatility dynamics | Christoffersen, Peter F.; Diebold, Francis X. |
2005 | Volatility forecasting | Andersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X. |
2005 | Practical volatility and correlation modeling for financial market risk management | Andersen, Torben G.; Bollerslev, Tim; Christoffersen, Peter F.; Diebold, Francis X. |
2016 | Time-varying crash risk: The role of stock market liquidity | Christoffersen, Peter F.; Feunou, Bruno; Jeon, Yoontae; Ornthanalai, Chayawat |