Author:
Du Zaichao,Escanciano Juan Carlos,Zhu Guangwei
Reference25 articles.
1. A new look at the statistical model identification;H Akaike;IEEE Transactions on Automatic Control,1974
2. Evaluating Value-at-Risk models with desk-level data;J Berkowitz;Management Science,2011
3. Distribution of Residual Autocorrelations in Autoregressive Integrated Moving Average Time Series Models;G Box;Journal of American Statistical Association,1970
4. Evaluating interval forecasts;P F Christoffersen;International Economic Review,1998
5. Value-at-Risk Models;P F Christoffersen;Handbook of Financial Time Series,2009