Rebel Rivalry and The Strategic Nature of Rebel Group Ideology and Demands

Autor: Seden Akcinaroglu, Efe Tokdemir, Carlos Enrique Moreno León, Evgeny Sedashov, Jeremy Berkowitz, Sema Hande Ogutcu-Fu

Publikováno v: Journal of Conflict Resolution

How does the presence of multiple combatants affect rebel groups’ ideological and demand positioning? Although violent forms of inter-group conflict have been widely studied in the civil war literature, rebel groups’ strategic use of ideology and

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0231d2d20abc19ddc667196d4ab16821
https://doi.org/10.33774/apsa-2019-wshb5

Evaluating Value-at-Risk Models with Desk-Level Data

Autor: Peter Christoffersen, Denis Pelletier, Jeremy Berkowitz

Publikováno v: Berkowitz, J, Christoffersen, P & Pelletier, D 2011, ' Evaluating value-at-risk models with desk-level data ', Management Science, vol. 57, no. 12, pp. 2213-2227 . https://doi.org/10.1287/mnsc.1080.0964

We present new evidence on disaggregated profit and loss (P/L) and value-at-risk (VaR) forecasts obtained from a large international commercial bank. Our data set includes the actual daily P/L generated by four separate business lines within the bank

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5913a0909f5de97782a1ff92f9ada58d

Testing Density Forecasts, With Applications to Risk Management

Autor: Jeremy Berkowitz

Publikováno v: Journal of Business & Economic Statistics. 19:465-474

The forecast evaluation literature has traditionally focused on methods of assessing point forecasts. However, in the context of many models of financial risk, interest centers on more than just a single point of the forecast distribution. For exampl

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::561179c145be439192fab6ac7d1dfd5f
https://doi.org/10.1198/07350010152596718

On Identification of Continuous Time Stochastic Processes

Autor: Jeremy Berkowitz

Publikováno v: Finance and Economics Discussion Series. 2000:1-16

In this note we delineate conditions under which continuous time stochastic processes can be identified from discrete data. The identification problem is approached in a novel way. The distribution of the observed stochastic process is expressed as t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e9c74d3843b157263ef3ede9be71932
https://doi.org/10.17016/feds.2000.07

Dealer Polling with Noisy Reporting of Interest Rates

Autor: Jeremy Berkowitz

Publikováno v: The Journal of Fixed Income. 9:47-54

The values of interest rate swaps and many other financial assets are functions of rates or prices determined in over–the–counter, interbank, or other off–exchange markets. Settlement contracts rely on rates routinely collected through dealer p

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::410ade187f0d3494a3137f3eaa7532f9
https://doi.org/10.3905/jfi.1999.319229