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Does uncertainty impact money growth? : a multivariate GARCH analysis
Cronin, David (contributor); Kennedy, Bernard (contributor) - 2007
Persistent link: https://www.econbiz.de/10003525392
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Money growth, uncertainty and macroeconomic activity : a multivariate GARCH analysis
Cronin, David; Kelly, Robert; Kennedy, Bernard - In: Empirica : journal of european economics 38 (2011) 2, pp. 155-167
Persistent link: https://www.econbiz.de/10009129723
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Model risk
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765457
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Back-testing market risk models
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765458
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Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
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After VaR : the theory, estimation, and insurance applications of quantile-based risk measures
Dowd, Kevin (contributor); Blake, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003286770
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Backtesting stochastic mortality models : an ex-post evaluation of multi-period-ahead density forecasts
Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - 2008
Persistent link: https://www.econbiz.de/10003814823
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Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - 2008
Persistent link: https://www.econbiz.de/10003814829
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Taking the long view
Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009
Persistent link: https://www.econbiz.de/10003839482
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Longevity bonds : financial engineering, valuation and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - 2006
Persistent link: https://www.econbiz.de/10003359215