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~isPartOf:"The journal of risk model validation"
~isPartOf:"The review of economics and statistics"
~subject:"Measurement"
~subject:"Zeitreihenanalyse"
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Measurement
Zeitreihenanalyse
Forecasting model
103
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34
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34
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21
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Altissimo, Filippo
1
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Buczy´nski, Mateusz
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The journal of risk model validation
The review of economics and statistics
International journal of forecasting
459
Journal of forecasting
230
Journal of econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Energy economics
66
Discussion paper / Tinbergen Institute
64
Economic modelling
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50
Computational economics
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Economics letters
41
International Journal of Energy Economics and Policy : IJEEP
34
Journal of empirical finance
33
European journal of operational research : EJOR
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of applied econometrics
31
CESifo working papers
30
Finance research letters
30
Working paper series / European Central Bank
30
CREATES research paper
28
International journal of production economics
27
The North American journal of economics and finance : a journal of financial economics studies
27
Applied economics letters
26
Econometric reviews
26
International review of financial analysis
26
CAMA working paper series
25
Journal of risk and financial management : JRFM
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
NBER Working Paper
24
International review of economics & finance : IREF
23
Econometric Institute research papers
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
15
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1
A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting
Chi, Guotai
;
Mandour, Mohamed Abdelaziz
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10014485768
Saved in:
2
Old-fashioned parametric models are still the best : a comparison of value-at-risk approaches in several volatility states
Buczy´nski, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014335934
Saved in:
3
The validation of filtered historical value-at-risk models
Gurrola-Perez, Pedro
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 85-112
Persistent link: https://www.econbiz.de/10011869735
Saved in:
4
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
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
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:
7
Liquidity stress testing : a model for a portfolio of credit lines
Geidosch, Marco
- In:
The journal of risk model validation
9
(
2015
)
4
,
pp. 69-84
Persistent link: https://www.econbiz.de/10011449973
Saved in:
8
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:
9
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:
10
Measures of predictive success for rating functions
Ostrowski, Sebastian
;
Reichling, Peter
- In:
The journal of risk model validation
5
(
2011
)
2
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009357004
Saved in:
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