Jeremy Berkowitz

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How Accurate are Value-at-Risk Models at Commercial Banks

Jeremy Berkowitz, James M. O'Brien, 2001 .

Long : Horizon Exchange Rate Predictability?

Jeremy Berkowitz, Jeremy Berkowitz, Lorenzo Giorgianni, 1997 .

Recent Developmentsin BootstrappingTime Series

L. Kilian, Jeremy Berkowitz, 1996 .

Bootstrapping Multivariate Spectra

Francis X. Diebold, Jeremy Berkowitz, F. Diebold, 1998, Review of Economics and Statistics.

On the Finite Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series

L. Kilian, Jeremy Berkowitz, Ionel Birgean, 1999 .

How accurate are Value-at-Risk models at commercial banks?

Jeremy Berkowitz, Jeremy Berkowitz, James M. O'Brien, 2001 .

Bankruptcy Exemptions and the Market for Mortgage Loans

Richard M. Hynes, Jeremy Berkowitz, 1998 .

Bankruptcy Exemptions and the Market for Mortgage Loans Journal of Law and Economic

Richard M. Hynes, Jeremy Berkowitz, 1998 .

Testing Density Forecasts, With Applications to Risk Management

Jeremy Berkowitz, 2001 .

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

Efe Tokdemir, Jeremy Berkowitz, Seden Akcinaroglu, 2019, Journal of Conflict Resolution.

Delegating Terror: Principal–Agent Based Decision Making in State Sponsorship of Terrorism

Jeremy Berkowitz, 2018 .

Recent developments in bootstrapping time series

Jeremy Berkowitz, Lutz Kilian, L. Kilian, 1996 .

Generalized spectral estimation of the consumption-based asset pricing model

Jeremy Berkowitz, 2001 .

Dangerous Delegation: Explaining the Rationales and Outcomes of State Sponsorship of Terrorism through the Principal-agent Framework

Jeremy Berkowitz, 2018 .

Bankruptcy Exemptions and the Market for Mortgage Loans*

Richard M. Hynes, Jeremy Berkowitz, 1999, The Journal of Law and Economics.

D Equilibrium Economies : A Framework for Comparing Models and Data

F. Diebold, L. Ohanian, Jeremy Berkowitz, 1997 .

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

Francis X. Diebold, Lee E. Ohanian, Jeremy Berkowitz, 1995 .

Bankruptcy and Small Firms&Apos; Access to Credit

M. White, Jeremy Berkowitz, 2000 .

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

Jeremy Berkowitz, Denis Pelletier, Peter F. Christoffersen, 2007, Manag. Sci..

The importance to applied economists of having statistical tools that can reliably test for the presence of long-run predictability in time-series data

Jeremy Berkowitz, Lorenzo Giorgianni, 2005 .

Long-Horizon Exchange Rate Predictability?

Jeremy Berkowitz, Lorenzo Giorgianni, 1997, Review of Economics and Statistics.

On the Internal Consistency of the Black-Scholes Option Pricing Model

Jeremy Berkowitz, 2013 .

On the Internal Inconsistency of the Black-Scholes Option Pricing Model

Jeremy Berkowitz, 2007 .

Valuing Equity when Discounted Cash Flows are Markov

Jeremy Berkowitz, 2011 .

Getting the Right Option Price with the Wrong Model

Jeremy Berkowitz, 2001 .

Estimating Bank Trading Risk: A Factor Model Approach

Jeremy Berkowitz, James M. O'Brien, 2005 .

Dealer Polling with Noisy Reporting of Interest Rates

Jeremy Berkowitz, 1999 .

Dealer Polling in the Presence of Possibly Noisy Reporting

Jeremy Berkowitz, 1998 .

A Coherent Framework for Stress-Testing

Jeremy Berkowitz, Jeremy Berkowitz, 1999 .

On identification of continuous time stochastic processes

Jeremy Berkowitz, 2000 .

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

F. Diebold, L. Ohanian, Jeremy Berkowitz, 1995 .

Série Scientifique Scientific Series the Importance of the Loss Function in Option Valuation the Importance of the Loss Function in Option Valuation

Peter Christoffersen, Kris Jacobs, J. Detemple, 2022 .

Bankruptcy Exemptions and the Market for Mortgage Loans*

Jeremy Berkowitz, Richard Hynes, 1998, The Journal of Law and Economics.

Generalized Spectral Estimation

Jeremy Berkowitz, Jeremy Berkowitz, 1996 .