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Methods to determine capital requirements for options
Vlaar, Peter J. G. - In: Quarterly review / Banca Nazionale del Lavoro, Roma 49 (1996) 198, pp. 351-373
Persistent link: https://www.econbiz.de/10001209977
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On the strenght of the US dollar : can it be explained by output growth?
Vlaar, Peter J. G. - 2002
Persistent link: https://www.econbiz.de/10001665443
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Innovations in testing the stability of risk measures over time and across models
Vlaar, Peter J. G. - 2002
Persistent link: https://www.econbiz.de/10001687897
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Value at risk models for Dutch bond portfolios
Vlaar, Peter J. G. - 1998
Persistent link: https://www.econbiz.de/10000983318
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Currency crisis models for emerging markets
Vlaar, Peter J. G. - 2000
Persistent link: https://www.econbiz.de/10001452797
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Target zones and realignment risk : an integrated approach
Vlaar, Peter J. G. - 1992
Persistent link: https://www.econbiz.de/10000849313
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Simple diagnostic tests for likelihood-functions with an application to daily US Dollar rates
Vlaar, Peter J. G. - 1993
Persistent link: https://www.econbiz.de/10000852019
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GDP growth and currency valuation : the case of the dollar
Vlaar, Peter J. G. - In: Journal of international money and finance 26 (2007) 8, pp. 1424-1449
Persistent link: https://www.econbiz.de/10003612295
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On the asymptotic distribution of impulse response functions with long-run restrictions
Vlaar, Peter J. G. - In: Econometric theory 20 (2004) 5, pp. 891-903
Persistent link: https://www.econbiz.de/10002265248
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Value at risk models for Dutch bond portfolios
Vlaar, Peter J. G. - In: Journal of banking & finance 24 (2000) 7, pp. 1131-1154
Persistent link: https://www.econbiz.de/10001483882