European University Institute Library
Christoffersen, Peter F
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Christoffersen, Peter F
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Christoffersen, Peter F
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Optimal prediction under asymmetric loss
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Dating the turning points of nordic business cycles
Optimal prediction under asymmetric loss
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Elements of financial risk management, Peter F. Christoffersen
Let's get "real" about using economic data
Financial asset returns, direction-of-change forecasting, and volatility dynamics
How relevant is volatility forecasting for financial risk management?
Cointegration and long-horizon forecasting
Cointegration and long-horizon forecasting
Is poland ready for inflation targeting?
Elements of financial risk management, Peter F. Christoffersen
From inflation to growth, eight years of transition
Interest rate arbitrage in currency baskets, forecasting weights and measuring risk
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