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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Christoffersen, Peter F."
~person:"Ornthanalai, Chayawat"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Theory"
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Dynamische Wirtschaftstheorie
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Christoffersen, Peter F.
Ornthanalai, Chayawat
Diebold, Francis X.
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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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2
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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3
How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.
;
Diebold, Francis X.
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1998
Persistent link: https://www.econbiz.de/10001350963
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