%0 Generic
%T Spectral backtests of forecast distributions with application to risk management
%A Gordy, Michael B.
%A McNeil, Alexander J.
%I Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board
%K Backtesting
%K Risk management
%K Volatility
%K Arbeitspapier
%D February 21, 2018
%C Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board
%C Washington, D.C.
%U http://slubdd.de/katalog?TN_libero_mab2
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