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~isPartOf:"Journal of banking & finance"
~person:"Gordy, Michael B."
~subject:"Credit risk"
~subject:"Volatility"
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Journal of banking & finance
FEDS Working Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Spectral backtests of forecast distributions with application to risk
management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
2
Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.
;
Marrone, James
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1896-1910
Persistent link: https://www.econbiz.de/10009629788
Saved in:
3
A comparative anatomy of credit risk models
Gordy, Michael B.
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 119-149
Persistent link: https://www.econbiz.de/10001432947
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