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Forecasting the world economy using dynamic intertemporal general equilibrium multi-country models
McKibbin, Warwick J. (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001510413
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What to expect from an international system of tradeable permits for carbon emissions
McKibbin, Warwick J. (contributor);  … - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001510410
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Emissions trading, capital flows and the Kyoto protocol
McKibbin, Warwick J. (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001510411
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Permit trading under the Kyoto protocol and beyond
McKibbin, Warwick J. (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001510424
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Economic implications of greenhouse gas policy
McKibbin, Warwick J. - 1995
Persistent link: https://www.econbiz.de/10013446254
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Backtesting beyond VaR
Härdle, Wolfgang; Stahl, Gerhard - 1999
VaR models are related to statistical forecast systems. Within that framework different forecast tasks including Value-at-Risk and shortfall are discussed and motivated. A backtesting method based on the shortfall is developed and applied to VaR forecasts of areal portfolio. The analysis shows...
Persistent link: https://www.econbiz.de/10009582401