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type_genre:"Kongressschrift"
type_genre:"No longer published / No longer aquired"
~accessRights:"free"
~isPartOf:"IFN working paper"
~isPartOf:"Working papers"
~person:"Caporin, Massimiliano"
~person:"Chlebus, Marcin"
~person:"Dhaene, Jan"
~person:"Haufler, Andreas"
~subject:"Theorie"
~type_genre:"Graue Literatur"
~type_genre:"Lehrbuch"
~type_genre:"Thesis"
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5
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Caporin, Massimiliano
Chlebus, Marcin
Dhaene, Jan
Haufler, Andreas
Creedy, John
20
Etro, Federico
15
Ślepaczuk, Robert
14
Persson, Lars
11
Roson, Roberto
11
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11
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10
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10
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9
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9
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8
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8
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7
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6
Moslehi, Solmaz
6
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6
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5
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5
Dionne, Georges
5
Duangkamon Chotikapanich
5
Gallo, Giampiero M.
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Kawakami, Kei
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Leal, Julio
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Lindbeck, Assar
5
Loertscher, Simon
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Snir, Avichai
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4
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Covarrubias, Enrique
4
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ECONIS (ZBW)
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1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
3
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
4
Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application
Stelmach, Marek
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322114
Saved in:
5
Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322119
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6
Towards better understanding of complex machine learning models using explainable Artificial Intelligence (XAI) : case of Credit Scoring modelling
Kłosok, Marta
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322173
Saved in:
7
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
8
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
9
Double tax discrimination to attract FDI and fight profit shifting : the role of CFC rules
Haufler, Andreas
;
Mardan, Mohammed
;
Schindler, Dirk
-
2017
Persistent link: https://www.econbiz.de/10011974167
Saved in:
10
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
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