| 11-037 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Financial Risk Measurement for Financial Risk Management |
| 06-016 |
Peter Christoffersen, Francis X. Diebold, Roberto Mariano, Anthony Tay, Yiu Tse |
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
| 05-011 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Volatility Forecasting |
| 05-007 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Practical Volatility and Correlation Modeling for Financial Market Risk Management |
| 04-009 |
Peter Christoffersen, Francis X. Diebold |
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics |
| 97-020 |
Peter Christoffersen, Francis X. Diebold |
Optimal Prediction Under Asymmetric Loss |
| 97-017 |
Peter Christoffersen, Francis X. Diebold |
Co-integration and Long-Horizon Forecasting |
