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LONG-HORIZON EXCHANGE RATE PREDICTABILITY?
Berkowitz, Jeremy; Giorgianni, Lorenzo - In: The review of economics and statistics 83 (2001) 1, pp. 81-91
Persistent link: https://www.econbiz.de/10006379721
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On justifications for the ad hoc black-scholes method of option pricing
Berkowitz, Jeremy - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10009949962
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Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
Christoffersen, Peter F.; Giorgianni, Lorenzo - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 242-253
Persistent link: https://www.econbiz.de/10008217905
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Excess Volatility of Exchange Rates with Unobservable Fundamentals
Bartolini, Leonardo; Giorgianni, Lorenzo - In: Review of international economics 9 (2001) 3, pp. 518-530
Persistent link: https://www.econbiz.de/10007669180
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Bankruptcy Exemptions and the Market for Mortgage Loans
Berkowitz, Jeremy; Hynes, Richard - In: The journal of law & economics 42 (1999) 2, pp. 809-830
Persistent link: https://www.econbiz.de/10006518248
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How Accurate Are Value-at-Risk Models at Commercial Banks?
Berkowitz, Jeremy; O'Brien, James - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1093-1112
Persistent link: https://www.econbiz.de/10006559608
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DYNAMIC EQUILIBRIUM ECONOMIES: A FRAMEWORK FOR COMPARING MODELS AND DATA - Technical Working Paper No. 174
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1995
Persistent link: https://www.econbiz.de/10005995258
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DYNAMIC EQUILIBRIUM ECONOMIES: A FRAMEWORK FOR COMPARING MODELS AND DATA - Technical Working Paper No. 174
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy - 1995
Persistent link: https://www.econbiz.de/10005999561
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Evaluating Value-at-Risk Models with Desk-Level Data
Berkowitz, Jeremy; Christoffersen, Peter; Pelletier, Denis - In: Management science : journal of the Institute for … 57 (2011) 12, pp. 2213-2228
Persistent link: https://www.econbiz.de/10009809941
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Testing Density Forecasts, With Applications to Risk Management
Berkowitz, Jeremy - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 465-474
Persistent link: https://www.econbiz.de/10008216778