Authors: Christoffersen, PF Giorgianni, L

Citation: Pf. Christoffersen et L. Giorgianni, Interest-rate arbitrage in currency baskets: Forecasting weights and measuring risk, J BUS ECON, 18(2), 2000, pp. 242-253

Authors: Christoffersen, PF Diebold, FX

Citation: Pf. Christoffersen et Fx. Diebold, How relevant is volatility forecasting for financial risk management?, REV ECON ST, 82(1), 2000, pp. 12-22