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Spectral backtests unbounded and folded

Michael B. Gordy and Alexander J. McNeil
Year of publication:
15 July 2024
Authors: Gordy, Michael B. ; McNeil, Alexander J.
Publisher: Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject: Backtesting | Volatility | Risk management | Volatilität | Risikomanagement | Statistischer Test | Statistical test | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory
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