1

Recent developments in bootstrapping time series

Year:
2000
Language:
english
File:
PDF, 1.49 MB
english, 2000
2

Evaluating Value-at-Risk Models with Desk-Level Data

Year:
2011
Language:
english
File:
PDF, 338 KB
english, 2011
5

Testing Density Forecasts, With Applications to Risk Management

Year:
2001
Language:
english
File:
PDF, 333 KB
english, 2001
8

Testing Density Forecasts, with Applications to Risk Management

Year:
2001
Language:
english
File:
PDF, 452 KB
english, 2001
11

How Accurate Are Value-at-Risk Models at Commercial Banks?

Year:
2002
Language:
english
File:
PDF, 207 KB
english, 2002
12

How Accurate Are Value-at-Risk Models at Commercial Banks?

Year:
2002
Language:
english
File:
PDF, 769 KB
english, 2002
13

Bootstrapping Multivariate Spectra

Year:
1998
Language:
english
File:
PDF, 113 KB
english, 1998
15

Bootstrapping Multivariate Spectra

Year:
1998
Language:
english
File:
PDF, 186 KB
english, 1998
17

How Predictable Were the Bank Failures of 2008?

Year:
2009
Language:
english
File:
PDF, 244 KB
english, 2009
20

Evaluating Value-at-Risk Models with Desk-Level Data

Year:
2007
Language:
english
File:
PDF, 236 KB
english, 2007
21

How Accurate are Value-at-Risk Models at Commercial Banks

Year:
2001
Language:
english
File:
PDF, 161 KB
english, 2001
24

Reply

Year:
2004
Language:
english
File:
PDF, 49 KB
english, 2004
26

Bankruptcy and Small Firms' Access to Credit

Year:
2004
Language:
english
File:
PDF, 431 KB
english, 2004
30

Long-Horizon Exchange Rate Predictability?

Year:
2001
Language:
english
File:
PDF, 199 KB
english, 2001
32

Bankruptcy and Small Firms' Access to Credit

Year:
2000
Language:
english
File:
PDF, 127 KB
english, 2000
34

Long-Horizon Exchange Rate Predictability?

Year:
2001
Language:
english
File:
PDF, 2.44 MB
english, 2001
37

On the Internal Inconsistency of the Black-Scholes Option Pricing Model

Year:
2007
Language:
english
File:
PDF, 58 KB
english, 2007
39

Generalized spectral estimation of the consumption-based asset pricing model

Year:
2001
Language:
english
File:
PDF, 154 KB
english, 2001
41

Dealer Polling with Noisy Reporting of Interest Rates

Year:
1999
Language:
english
File:
PDF, 88 KB
english, 1999