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~isPartOf:"The analytics of risk model validation"
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The analytics of risk model validation
Cambridge Working Papers in Economics
1,050
Cambridge - Risk, Information & Quantity Signals
58
Cambridge working papers in economics
24
DAE working paper
17
The European journal of finance
15
Accounting and Finance Discussion Papers
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Cambridge - D.P. on Economic Transition
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The journal of asset management
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Quantitative finance series
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6
Forecasting expected returns in the financial markets
6
Discussion paper in financial economics : FE
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
4
Econometric theory
4
Forecasting volatility in the financial markets
4
Journal of banking & finance
4
Journal of forecasting
4
Advances in portfolio construction and implementation
3
Applied economics
3
Cambridge-INET working papers
3
Economic modelling
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Economics letters
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Financial analysts journal : FAJ
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Journal of derivatives & hedge funds
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Journal of empirical finance
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Journal of time series econometrics
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Australian journal of management
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DAE working paper / University of Cambridge, Department of Applied Economics
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Department of Economics, University of California San Diego
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Economic & financial modelling : a journal of the European Economics and Financial Centre
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International journal of forecasting
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Journal of international financial markets, institutions & money
2
Journal of money, credit and banking : JMCB
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Journal of population economics
2
Journal of risk and financial management : JRFM
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The validity of credit risk model validation methods
Christodoulakis, George A.
;
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 27-43)
.
2008
Persistent link: https://www.econbiz.de/10003868675
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2
Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen
;
Xia, Wei
- In:
The analytics of risk model validation
,
(pp. 113-133)
.
2008
Persistent link: https://www.econbiz.de/10003868691
Saved in:
3
The validation of equity portfolio risk models
Satchell, Stephen
- In:
The analytics of risk model validation
,
(pp. 135-148)
.
2008
Persistent link: https://www.econbiz.de/10003868695
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