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~isPartOf:"CFS working paper series"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Christoffersen, Peter F."
~type_genre:"Working Paper"
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Caporale, Guglielmo Maria
Christoffersen, Peter F.
Mittnik, Stefan
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Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350800
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003349891
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