Interpreting Value at Risk (VaR) forecasts
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- Gordon Rausser & William Balson & Reid Stevens, 2010.
"Centralized clearing for over‐the‐counter derivatives,"
Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 2(4), pages 346-359, November.
- Rausser, Gordon C. & Balson, William & Stevens, Reid, 2009. "Centralized Clearing for Over-the-Counter Derivatives," CUDARE Working Papers 120533, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Rausser, Gordon C. & Balson, William & Stevens, Reid, 2009. "Centralized Clearing for Over-the-Counter Derivatives," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt494976mk, Department of Agricultural & Resource Economics, UC Berkeley.
- Stefano Ferretti, 2023. "On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 969-1005, October.
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