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Evaluating the predictive accu...
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Regulatory evaluation of value-at-risk models
López, José A.
-
1997
Persistent link: https://www.econbiz.de/10000975891
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2
Regulatory evaluation of value-at-risk models
López, José A.
-
1997
Persistent link: https://www.econbiz.de/10000988960
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3
Methods for evaluating value-at-risk estimates
López, José A.
- In:
Economic policy review
4
(
1998
)
3
,
pp. 109-118
Persistent link: https://www.econbiz.de/10001338728
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4
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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Regulatory evaluation of value-at-risk models
Lopez, Jose A.
- In:
Innovations in risk management : seminal papers from …
,
(pp. 85-118)
.
2004
Persistent link: https://www.econbiz.de/10002600234
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6
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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7
Evaluating credit risk models
López, José A.
;
Saidenberg, Marc R.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10001432948
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8
Evaluating credit risk models
López, José A.
;
Saidenberg, Marc R.
-
1999
Persistent link: https://www.econbiz.de/10001401563
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9
Forecast evaluation and combination
Diebold, Francis X.
-
1996
Persistent link: https://www.econbiz.de/10000945293
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10
Evaluating the predictive accuracy of volatility models
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945422
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