Jeremy Berkowitz

Evaluating the Forecasts of Risk Models

Jeremy Berkowitz, 1999 .

Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

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

Data Flow Maps—Increasing Data Processing Transparency and Privacy Compliance in the Enterprise

Jeremy Berkowitz, Michael Mangold, Stephen Sharon, 2017 .

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

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

Long : Horizon Exchange Rate Predictability?

Jeremy Berkowitz, Jeremy Berkowitz, Lorenzo Giorgianni, 1997 .

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

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

A Coherent Framework for Stress-Testing

Jeremy Berkowitz, Jeremy Berkowitz, 1999 .

Bootstrapping Multivariate Spectra

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