//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of risk model validation"
~isPartOf:"The review of economics and statistics"
~subject:"Measurement"
~subject:"Portfolio selection"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Prediction model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Portfolio selection
Forecasting model
102
Prognoseverfahren
102
Theorie
50
Theory
50
USA
33
United States
33
Credit risk
21
Kreditrisiko
21
Risikomaß
14
Risk measure
14
Volatility
12
Volatilität
12
Portfolio-Management
11
Estimation
10
Schätzung
10
Time series analysis
9
Zeitreihenanalyse
9
Capital income
8
Insolvency
8
Insolvenz
8
Kapitaleinkommen
8
Statistical distribution
8
Statistische Verteilung
8
Yield curve
8
Zinsstruktur
8
Financial services
6
Finanzdienstleistung
6
Inflation
6
Messung
6
Risikomanagement
6
Risk management
6
VAR model
6
VAR-Modell
6
Basel Accord
5
Basler Akkord
5
Bayes-Statistik
5
Bayesian inference
5
Economic forecast
5
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Jacobs, Michael <Jr.>
2
Yang, Bill Huajian
2
Altissimo, Filippo
1
Bartelsman, Eric J.
1
Cesarone, Francesco
1
Christoffersen, Peter F.
1
Colucci, Stefano
1
Cristadoro, Riccardo
1
Cui, Kaijie
1
Diebold, Francis X.
1
Du, Zunwei
1
Fei, Glenn
1
Forni, Mario
1
Gonpot, Preethee Nunkoo
1
Hu, Zhenya
1
Karagozoglu, Ahmet K.
1
Kontaxis, Grigorios
1
Levy-Livermore, Amnon
1
Lippi, Marco
1
López, José A.
1
Oostendorp, Remco H.
1
Ostrowski, Sebastian
1
Ozdemir, Bogie
1
Reichling, Peter
1
Sensenbrenner, Frank J.
1
Tsolas, Ioannis E.
1
Veronese, Giovanni
1
Wehn, Carsten
1
Wing, Jean Paul Chung
1
Wolf, Zoltán
1
Wu, Biao
1
Yeh, Andy J. Y.
1
Zhang, Jing
1
Zhou, Fujin
1
more ...
less ...
Published in...
All
The journal of risk model validation
The review of economics and statistics
International journal of forecasting
40
Journal of banking & finance
32
Finance research letters
29
Journal of forecasting
28
International review of financial analysis
27
Journal of empirical finance
27
Pacific-Basin finance journal
19
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of financial economics
16
The European journal of finance
16
Applied economics
15
Computational economics
13
Research in international business and finance
13
Journal of econometrics
12
The journal of asset management
12
European journal of operational research : EJOR
11
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Economic modelling
9
Energy economics
9
Journal of risk and financial management : JRFM
9
Risks : open access journal
9
Journal of applied econometrics
8
Journal of risk
8
The journal of portfolio management : a publication of Institutional Investor
8
The review of financial studies
8
Financial innovation : FIN
7
Financial markets and portfolio management
7
Insurance / Mathematics & economics
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Review of quantitative finance and accounting
7
Applied financial economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of financial markets
6
Journal of investment management : JOIM
6
The journal of futures markets
6
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
International Financial Reporting Standard 9 expected credit loss estimation : advanced models for estimating portfolio loss and weighting scenario losses
Yang, Bill Huajian
;
Wu, Biao
;
Cui, Kaijie
;
Du, Zunwei
; …
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014335910
Saved in:
4
Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
Saved in:
5
A prudent loss given default estimation for mortgages
Ozdemir, Bogie
- In:
The journal of risk model validation
10
(
2016
)
4
,
pp. 39-54
Persistent link: https://www.econbiz.de/10011587711
Saved in:
6
A quick tool to forecast value-at-risk using implied and realized volatilities
Cesarone, Francesco
;
Colucci, Stefano
- In:
The journal of risk model validation
10
(
2016
)
4
,
pp. 71-101
Persistent link: https://www.econbiz.de/10011587719
Saved in:
7
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
8
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
9
Measuring true sales and underreporting with matched firm-level survey and tax office data
Zhou, Fujin
;
Oostendorp, Remco H.
- In:
The review of economics and statistics
96
(
2014
)
3
,
pp. 563-576
Persistent link: https://www.econbiz.de/10010400211
Saved in:
10
Forecasting aggregate productivity using information from firm-level data
Bartelsman, Eric J.
;
Wolf, Zoltán
- In:
The review of economics and statistics
96
(
2014
)
4
,
pp. 745-755
Persistent link: https://www.econbiz.de/10010488056
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->