Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.; López, José A. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Cover Image
Forecast evaluation and combination
Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10000945293
Cover Image
Evaluating the predictive accuracy of volatility models
López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945422
Cover Image
Forecast evaluation and combination
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000949422
Cover Image
Forecast evaluation and combination
Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10001320258
Cover Image
How might financial market information be used for supervisory purposes?
Krainer, John; López, José A. - In: Economic review : an annual report of the Economic … (2003), pp. 29-45
Persistent link: https://www.econbiz.de/10001764798
Cover Image
Evaluating covariance matrix forecasts in a value-at-risk framework
Lopez, Jose A.; Walter, Christian A. - In: Innovations in risk management : seminal papers from …, (pp. 243-278). 2004
Persistent link: https://www.econbiz.de/10002600328
Cover Image
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.; López, José A. - In: Journal of financial econometrics : official journal of … 3 (2005) 1, pp. 126-168
Persistent link: https://www.econbiz.de/10002574541
Cover Image
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A. (contributor);  … - 2004 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086