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~isPartOf:"Research paper / Federal Reserve Bank of New York"
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Methods for evaluating value-at-risk estimates
López, José A.
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1998
Persistent link: https://www.econbiz.de/10001487296
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2
Evaluating the predictive accuracy of volatility models
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945422
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3
Modeling volatility dynamics
Diebold, Francis X.
;
López, José A.
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1995
Persistent link: https://www.econbiz.de/10000945662
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4
Forecast evaluation and combination
Diebold, Francis X.
;
López, José A.
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1995
Persistent link: https://www.econbiz.de/10000949422
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5
Exchange rate cointegration across central bank regime shifts
López, José A.
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1995
Persistent link: https://www.econbiz.de/10000949446
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6
Regulatory evaluation of value-at-risk models
López, José A.
-
1997
Persistent link: https://www.econbiz.de/10000988960
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