author = { Gordy, Michael B. AND McNeil, Alexander J. },

title = { Spectral backtests of forecast distributions with application to risk management },

publisher = {Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board},

keywords = { Backtesting , Risk management , Volatility , Arbeitspapier },

year = {February 21, 2018},

booktitle = {Finance and economics discussion series ; 2018, 021},

booktitle = {FEDS Working Paper ; No. 2018-021},

address = { Washington, D.C. },

url = { http://slubdd.de/katalog?TN_libero_mab2 }