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Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
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contributor
); …
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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Term premia and interest rate forecasts in affine models
Duffee, Greg
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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3
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
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contributor
)
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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Conditional risk and return in bank holding company stocks : a factor-GARCH approach
Neuberger, Jonathan A.
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1994
Persistent link: https://www.econbiz.de/10000891921
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5
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
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2004
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[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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