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subject:"Theorie"
type_genre:"Working Paper"
~isPartOf:"The journal of risk model validation"
~subject:"Finanzkrise"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Finanzkrise
Risikomanagement
47
Risk management
47
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Credit risk
16
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16
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The journal of risk model validation
Insurance / Mathematics & economics
157
European journal of operational research : EJOR
117
Journal of banking & finance
94
Risks : open access journal
76
Journal of risk management in financial institutions
68
Finance research letters
38
The journal of operational risk
35
Journal of risk
34
Journal of risk and financial management : JRFM
32
Working paper / National Bureau of Economic Research, Inc.
32
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Quantitative finance
28
International review of financial analysis
27
Research paper series / Swiss Finance Institute
25
Economic modelling
24
International journal of production economics
24
Journal of financial stability
24
Discussion paper / Tinbergen Institute
23
International journal of production research
23
The European journal of finance
23
Discussion paper / Centre for Economic Policy Research
22
International review of economics & finance : IREF
22
Energy economics
21
International journal of theoretical and applied finance
21
Journal of empirical finance
21
Scandinavian actuarial journal
20
Finance and stochastics
19
The North American journal of economics and finance : a journal of financial economics studies
18
American journal of agricultural economics
16
Applied economics letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
16
Die Bank
16
Discussion paper
16
Journal of financial economics
16
Working paper series
16
Applied economics
15
Journal of economic dynamics & control
15
The journal of credit risk : published quarterly by Incisive Media
15
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ECONIS (ZBW)
17
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1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
5
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
6
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
9
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
10
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
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