1

The Risk Map: A new tool for validating risk models

Year:
2013
Language:
english
File:
PDF, 1.23 MB
english, 2013
2

Forecasting High-Frequency Risk Measures

Year:
2016
Language:
english
File:
PDF, 3.55 MB
english, 2016
6

Backtesting Value-at-Risk: A GMM Duration-Based Test

Year:
2011
Language:
english
File:
PDF, 309 KB
english, 2011