Peter F. Christoffersen

Latest Institution: Rotman School of Management, University of Toronto

All Institutions: University of Pennsylvania; Rotman School of Management, University of Toronto; McGill University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Financial Asset Returns: Direction-of-Change Forecasting and Volatility Dynamics

Year: 2003
Journal: Management Science
Authors: Peter F. Christoffersen; Francis X. Diebold

Practical Volatility and Correlation Modeling for Financial Market Risk Management

Year: 2005
Journal: Risk Management
Authors: Torben G. Andersen; Tim Bollerslev; Peter F. Christoffersen; Francis X. Diebold

Volatility Forecasting

Year: 2005
Journal: No Journal Matched
Authors: Torben G. Andersen; Tim Bollerslev; Peter F. Christoffersen; Francis X. Diebold

Financial Risk Measurement for Financial Risk Management

Year: 2012
Journal: No Journal Matched
Authors: Torben G. Andersen; Tim Bollerslev; Peter F. Christoffersen; Francis X. Diebold


Author Disambiguation

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