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Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts
Dovern, Jonas, (2018)
The complexity of forecast testing
Fortnow, Lance, (2009)
Essays in forecast evaluation
Giacomini, Raffaella, (2003)
A generalization of the Sharpe ratio and its applications to valuation bounds and risk measures
Hodges, Stewart D., (1998)
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal, (1999)
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George, (1999)