search query: @author Christoffersen, P. / total: 4
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1.
Let's get "real" about using economic data
Journal of Empirical Finance
2002 : AUG, VOL. 9:3, p. 343-360
 2002 Christoffersen, P.
Ghysels, E.
Swanson, N. R.
2.
Testing and comparing Value-at-Risk measures
Journal of Empirical Finance
2001 : JUL, VOL. 8:3, p. 325-342
 2001 Christoffersen, P.
Hahn, J.
Inoue, A.
3.
How relevant is volatility forecasting for financial risk management?
Review of Economics and Statistics
2000 : FEB, VOL. 82:1, p. 12-22
 2000 Christoffersen, P.
Diebold, F.
4.
Evaluating interval forecasts
International Economic Review
1998 : NOV, VOL. 39:4, p. 841-862
 1998 Christoffersen, P.
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