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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa, (2021)
Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander, (2023)
Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine, (2024)
Stock market volatility and the great moderation
Campbell, Sean D., (2005)
Macroeconomic volatility, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters
Campbell, Sean D., (2007)
A review of backtesting and backtesting procedures