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~person:"Bonhomme, Stéphane"
~person:"Scaillet, Olivier"
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Search: subject:"Sensitivity analysis"
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Sensitivity analysis
4
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Bonhomme, Stéphane
Scaillet, Olivier
Borgonovo, Emanuele
13
Goerigk, Marc
9
Magni, Carlo Alberto
6
Marchioni, Andrea
6
Chalak, Karim
4
Chassein, André
4
Fu, Michael
4
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3
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Espinoza, Maria Cristina
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Garza-Reyes, Jose Arturo
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Joshi, Mark S.
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Millossovich, Pietro
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Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1
Minimizing sensitivity to model misspecification
Bonhomme, Stéphane
;
Weidner, Martin
- In:
Quantitative economics : QE ; journal of the …
13
(
2022
)
3
,
pp. 907-954
sensitivity
analysis
when the parameter of interest may be partially or irregularly identified. As illustrations, we study three …
Persistent link: https://www.econbiz.de/10013382071
Saved in:
2
Posterior average effects
Bonhomme, Stéphane
;
Weidner, Martin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1849-1862
Persistent link: https://www.econbiz.de/10013540523
Saved in:
3
Sensitivity
analysis
of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
4
Sensitivity
analysis
of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
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