TY - GEN
AU - Gordy, Michael B.
AU - McNeil, Alexander J.
TI - Spectral backtests of forecast distributions with application to risk management
PB - Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board
KW - Backtesting
KW - Risk management
KW - Volatility
KW - Arbeitspapier
PY - February 21, 2018
BT - Finance and economics discussion series ; 2018, 021
BT - FEDS Working Paper ; No. 2018-021
CY - Washington, D.C.
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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