Solutions to specification errors in stress testing models
Year of publication: |
June 2016
|
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Authors: | Breeden, Joseph L. ; Thomas, Lyn C. |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 67.2016, 6, p. 830-840
|
Subject: | forecasting | risk | banking | time series | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bankrisiko | Bank risk | Bank |
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