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Publications by Peter F. Christoffersen
How Relevant Is Volatility Forecasting for Financial Risk Management?
Review of Economics and Statistics
Economics
Econometrics
Social Sciences
From Inflation to Growth: Eight Years of Transition
IMF Working Papers
Related publications
Practical Volatility and Correlation Modeling for Financial Market Risk Management
How Important Is Financial Risk?
SSRN Electronic Journal
Splines for Financial Volatility
Journal of the Royal Statistical Society. Series B: Statistical Methodology
Uncertainty
Statistics
Probability
Intraday Volatility Forecasting From Implied Volatility
International Journal of Managerial Finance
Accounting
Management
Finance
Business
Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility
Open Journal of Business and Management
Volatility Forecasting for Crude Oil Futures
Applied Economics Letters
Economics
Econometrics
NoVaS Transformations: Flexible Inference for Volatility Forecasting
Modeling and Forecasting Commodity Market Volatility With Long-Term Economic and Financial Variables
SSRN Electronic Journal
Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets
International Journal of Economics and Finance
