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Credit risk analysis using machine and deep learning models
Addo, Peter Martey
;
Guégan, Dominique
;
Hassani, Bertrand
-
2018
Persistent link: https://www.econbiz.de/10011869013
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The Spectral Stress VaR (SSVaR)
Guégan, Dominique
;
Hassani, Bertrand
;
Li, Kehan
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2015
Persistent link: https://www.econbiz.de/10011635436
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Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
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2015
Persistent link: https://www.econbiz.de/10011635443
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