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A new goodness-of-fit test for event forecasting and its application to credit defaults
Blöchlinger, Andreas; Leippold, Markus - In: Management science : journal of the Institute for … 57 (2011) 3, pp. 487-505
Persistent link: https://www.econbiz.de/10008988418
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Option-implied intrahorizon value at risk
Leippold, Markus; Vasiljević, Nikola - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 397-414
Persistent link: https://www.econbiz.de/10012156632
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A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults
Blöchlinger, Andreas; Leippold, Markus - In: Management science : journal of the Institute for … 57 (2011) 3, pp. 487-506
Persistent link: https://www.econbiz.de/10008878378