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