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Evaluating the predictive accu...
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Methods for evaluating value-at-risk estimates
López, José A.
-
1998
Persistent link: https://www.econbiz.de/10001487296
Saved in:
2
Regulatory evaluation of value-at-risk models
López, José A.
-
1997
Persistent link: https://www.econbiz.de/10000975891
Saved in:
3
Regulatory evaluation of value-at-risk models
López, José A.
-
1997
Persistent link: https://www.econbiz.de/10000988960
Saved in:
4
Methods for evaluating value-at-risk estimates
López, José A.
- In:
Economic policy review
4
(
1998
)
3
,
pp. 109-118
Persistent link: https://www.econbiz.de/10001338728
Saved in:
5
Evaluating the predictive accuracy of volatility models
López, José A.
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 87-109
Persistent link: https://www.econbiz.de/10001570435
Saved in:
6
The empirical relationship between average asset correlation, firm probability of default and asset size
López, José A.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001676187
Saved in:
7
Regulatory evaluation of value-at-risk models
Lopez, Jose A.
- In:
Innovations in risk management : seminal papers from …
,
(pp. 85-118)
.
2004
Persistent link: https://www.econbiz.de/10002600234
Saved in:
8
The empirical relationship between average asset correlation, firm probability of default, and asset size
López, José A.
- In:
Journal of financial intermediation
13
(
2004
)
2
,
pp. 265-283
Persistent link: https://www.econbiz.de/10002062671
Saved in:
9
Methods for evaluating value-at-risk estimates
López, José A.
- In:
Economic review : an annual report of the Economic …
(
1999
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10001471245
Saved in:
10
Exchange rate cointegration across central bank regime shifts
López, José A.
- In:
Research in finance
22
(
2005
),
pp. 327-356
Persistent link: https://www.econbiz.de/10003753410
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