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Financial asset returns, direction-of-change forecasting, and volatility dynamics / Peter F. Christoffersen, Francis X. Diebold.
Lippincott Library HG136 .P4 no.05-04
Mixed Availability
- Format:
- Book
- Author/Creator:
- Christoffersen, Peter F.
- Series:
- Rodney L. White Center for Financial Research (Series) ; no. 05-04.
- Rodney L. White Center for Financial Research ; 05-04
- Language:
- English
- Physical Description:
- 21 pages : illustrations ; 28 cm.
- Place of Publication:
- Philadelphia, Pa. : Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania, [2003]
- Notes:
- "This draft/print: September 22, 2003".
- Includes bibliographical references.
- OCLC:
- 59177170
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