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Model Risk Measures : A Review...
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Federal Reserve Bank of San Francisco
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376
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Working Papers in Applied Economic Theory
13
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9
Working Paper Series / Federal Reserve Bank of San Francisco
7
Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
3
Discussion paper series / Center for Economic Policy Research, Stanford University
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ECONIS (ZBW)
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1
Evaluating interest rate covariance models within a value-at-
risk
framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
Saved in:
2
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
Saved in:
3
On using relative prices to measure capital-specific technological progress
Marquis, Milton H.
(
contributor
);
Trehan, Bharat
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003158928
Saved in:
4
Alternative measures of the federal reserve banks ́cost of equity capital
Barnes, Michelle L.
(
contributor
);
Lopez, Jose
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003158991
Saved in:
5
Using prices to measure productivity in a two-sector growth model
Marquis, Milton H.
(
contributor
);
Trehan, Bharat
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001609838
Saved in:
6
When do matched-model and hedonic techniques yield similar price measures?
Aizcorbe, Ana M.
(
contributor
);
Corrado, Carol
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868041
Saved in:
7
Measuring the liquidity effect
Hamilton, James D.
-
1996
Persistent link: https://www.econbiz.de/10000939624
Saved in:
8
Do measures of monetary policy in a VAR make sense?
Rudebusch, Glenn D.
-
1996
Persistent link: https://www.econbiz.de/10000939625
Saved in:
9
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
10
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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