P
Peter F. Christoffersen
10 works on record
Works
Elements of financial risk management
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Financial asset returns, direction-of-change forecasting, and volatility dynamics
2003
Is Poland ready for inflation targeting?
Is Poland ready for inflation targeting?
1999
Interest rate arbitrage in currency baskets
Interest rate arbitrage in currency baskets
1999
How relevant is volatility forecasting for financial risk management?
How relevant is volatility forecasting for financial risk management?
1998
Cointegration and long-horizon forecasting
Cointegration and long-horizon forecasting
1997
Do Asset Prices in Transition Countries Contain Information about Future Economic Activity?
Do Asset Prices in Transition Countries Contain Information about Future Economic Activity?
From Inflation to Growth
From Inflation to Growth
From Inflation to Growth - Eight Years of Transition
From Inflation to Growth - Eight Years of Transition
The informational content of over-the-counter currency options
The informational content of over-the-counter currency options