Peter F Christoffersen

CFS Working Paper No . 2004 / 08 Financial Asset Returns , Direction-of-Change Forecasting , and Volatility Dynamics *

Francis X. Diebold, Peter F Christoffersen, F. X. Diebold, 2003 .

Optimal Prediction Under Asymmetric Loss

F. Diebold, Peter F. Christoffersen, Francis X. Diebold, 1994, Econometric Theory.

Série Scientifique Scientific Series 2002 s-02 Financial Asset Returns , Market Timing , and Volatility Dynamics

Francis X. Diebold, Peter F Christoffersen, 2002 .