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Horizon problems and extreme events in financial risk management
Christoffersen, Peter F. - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10001338729
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Horizon problems and extreme events in financial risk management
Christoffersen, Peter C.; Diebold, Francis X.; … - In: The Handbook of risk, (pp. 155-170). 2003
Persistent link: https://www.econbiz.de/10001739107
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - 2009
Persistent link: https://www.econbiz.de/10003967398
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 642-675
Persistent link: https://www.econbiz.de/10003921251
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Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G. - In: International journal of forecasting 25 (2009) 4, pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
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Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P. - In: International journal of forecasting 25 (2009) 4, pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
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Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
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Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J. - In: International journal of forecasting 25 (2009) 4, pp. 687-688
Persistent link: https://www.econbiz.de/10003921277
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Comments on "Forecasting economic and financial variables with global VARs"
Lahiri, Kajal - In: International journal of forecasting 25 (2009) 4, pp. 689-692
Persistent link: https://www.econbiz.de/10003921317
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Forecast evaluation of AveAve forecasts in the global VAR context
Sinclair, Tara M.; Stekler, Herman O. - In: International journal of forecasting 25 (2009) 4, pp. 693-696
Persistent link: https://www.econbiz.de/10003921322