Books by Peter F. Christoffersen
Elements of financial risk management
The informational content of o
The informational content of over-the-counter currency options
Financial asset returns, direc
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Do Asset Prices in Transition
Do Asset Prices in Transition Countries Contain Information about Future Economic Activity?
Interest rate arbitrage in cur
Interest rate arbitrage in currency baskets
Is Poland ready for inflation
Is Poland ready for inflation targeting?
From Inflation to Growth
From Inflation to Growth
From Inflation to Growth - Eig
From Inflation to Growth - Eight Years of Transition
How relevant is volatility for
How relevant is volatility forecasting for financial risk management?
Cointegration and long-horizon
Cointegration and long-horizon forecasting