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Modeling volatility dynamics
Diebold, Francis X.
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Lopez, Jose A.
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1995
Persistent link: https://www.econbiz.de/10000587223
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Studies on excess capacity in the financial sector
1993
Persistent link: https://www.econbiz.de/10000875166
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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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Regulatory evaluation of value-at-risk models
López, José A.
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1997
Persistent link: https://www.econbiz.de/10000988960
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