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A coherent framework for stress-testing
Berkowitz, Jeremy - 1999
Persistent link: https://www.econbiz.de/10001401528
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Evaluating the forecasts of risk models
Berkowitz, Jeremy - 1999
Persistent link: https://www.econbiz.de/10001407286
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On identification of continuous time stochastic processes
Berkowitz, Jeremy - 2000
Persistent link: https://www.econbiz.de/10001470294
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Generalized spectral estimation
Berkowitz, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000948550
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Dealer polling in the presence of possibly noisy reporting
Berkowitz, Jeremy - 1998
Persistent link: https://www.econbiz.de/10000993208
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Recent developments in bootstrapping time series
Berkowitz, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000952874
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Long-horizon exchange rate predictability?
Berkowitz, Jeremy; Giorgianni, Lorenzo - 1996
Persistent link: https://www.econbiz.de/10000952882
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001366231
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How accurate are value-at-risk models at commercial banks?
Berkowitz, Jeremy; O'Brian, James - 2001
Persistent link: https://www.econbiz.de/10001601694
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Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000633266