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Aggregation level in stress testing models
Hale, Galina; Krainer, John; McCarthy, Erin - 2015
Persistent link: https://www.econbiz.de/10011529369
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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
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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
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Forecast evaluation and combination
Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10000945293
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Evaluating the predictive accuracy of volatility models
López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945422
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Forecast evaluation and combination
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000949422
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Forecast evaluation and combination
Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10001320258
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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
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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
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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