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An Extensive Comparison of Some Well‐Established Value at Risk Methods
Calmon, Wilson, (2020)
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models
Pizzinga, Adrian, (2020)
State space models for the exchange rate pass-through: determinants and null/full pass-through hypotheses
Souza, Rafael Martins de, (2013)