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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Pacific-Basin finance journal"
~person:"Gordy, Michael B."
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Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
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Saddlepoint approximation of creditRisk+
Gordy, Michael B.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1335-1353
Persistent link: https://www.econbiz.de/10001688516
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