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~institution:"Federal Reserve Bank of San Francisco"
~institution:"Schweizerische Nationalbank"
~person:"García López, José A."
~subject:"Forecasting model"
~subject:"Geldpolitik"
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García López, José A.
Dennis, Richard J.
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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