//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Evaluating Value-at-Risk Model...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
1
Type of publication
All
Article
41
Language
All
Undetermined
40
English
1
Author
All
Christoffersen, Peter
20
Berkowitz, Jeremy
17
Jacobs, Kris
14
Pelletier, Denis
6
Diebold, Francis X.
5
Errunza, Vihang
3
Ohanian, Lee E.
3
Ornthanalai, Chayawat
3
Wang, Yintian
3
Elkamhi, Redouane
2
Feunou, Bruno
2
Langlois, Hugues
2
Mimouni, Karim
2
White, Michelle J.
2
Beauregard, Olivier Costa de
1
Chang, Bo Young
1
Chung, Hyunchul
1
Dorion, Christian
1
Doyle, Peter
1
Dufour, Jean-Marie
1
Ghysels, Eric
1
Giorgianni, Lorenzo
1
Hahn, Jinyong
1
Hall, Alastair R.
1
Heston, Steve
1
Hynes, Richard
1
Inoue, Atsushi
1
O'Brien, James
1
Renault, Éric
1
Sløk, Torsten
1
Swanson, Norman R.
1
Tan, JoAnn
1
Wescott, Robert
1
more ...
less ...
Published in...
All
The review of financial studies
6
Journal of financial economics
5
Journal of econometrics
4
The review of economics and statistics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Risk : managing risk in the world's financial markets
2
Technical working paper / National Bureau of Economic Research
2
The economics of transition
2
Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
1
Econometric theory
1
Journal of international money and finance
1
Oil & gas journal : international petroleum news and technology
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Rand journal of economics
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of law & economics
1
The review of economic studies
1
Working paper / National Bureau of Economic Research, Inc
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
297
RePEc
125
BASE
11
EconStor
4
ArchiDok
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Regime switching for dynamic correlations
Pelletier, Denis
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 445-474
Persistent link: https://www.econbiz.de/10006747786
Saved in:
4
Le crédit à la consommation en ligne va dépoussiérer les guichets
Beauregard, Olivier Costa de
;
Pelletier, Denis
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2000
)
617
,
pp. 22
Persistent link: https://www.econbiz.de/10006452496
Saved in:
5
Short run and long run causality in time series: inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Éric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
Saved in:
6
Canadian gas plant handles NORM in replacing C3 treater's mol sieve
Tan, JoAnn
;
Pelletier, Denis
- In:
Oil & gas journal : international petroleum news and …
107
(
2009
)
25
,
pp. 59-65
Persistent link: https://www.econbiz.de/10008278514
Saved in:
7
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
Hall, Alastair R.
;
Pelletier, Denis
- In:
Econometric theory
27
(
2010
)
2
,
pp. 443-457
Persistent link: https://www.econbiz.de/10008881748
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->