Peter J.G. Vlaar

Simple diagnostic procedures for modeling financial time series

Franz C. Palm, Peter J.G. Vlaar, F. Palm, 1997 .

Value at risk models for Dutch bond portfolios

Peter J.G. Vlaar, 2000 .

The message in weekly exchange rates in the European Monetary System: mean reversion

Franz C. Palm, Peter J.G. Vlaar, F. Palm, 1993 .

Value-at-Risk Analysis of Stock Returns Historical Simulation,Variance Techniques or Tail Index Estimation?

Peter J.G. Vlaar, Peter J. G. Vlaar, R. V. D. Goorbergh, 1999 .