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2016
Esposito, Francesco P. and Cummins, Mark (2016) Multiple hypothesis testing of market risk forecasting models. Journal of Forecasting, 35 (5). pp. 381-399. ISSN 0277-6693
2013
Jeon, Jooyoung and Taylor, James (2013) Using CAViaR models with implied volatility for value-at-risk estimation. Journal of Forecasting, 32 (1). 62–74. ISSN 0277-6693