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Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017
Persistent link: https://www.econbiz.de/10011708511
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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2010
Persistent link: https://www.econbiz.de/10003920144
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Weights and pools for a Norwegian density combination
Bjørnland, Hilde Christiane (contributor) - 2010
Persistent link: https://www.econbiz.de/10003971151
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Conditional forecasts in DSGE models
Maih, Junior - 2010
Persistent link: https://www.econbiz.de/10003971157
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Policy analysis in real time using IMF's monetary model
Akram, Qaisar Farooq - 2010
Persistent link: https://www.econbiz.de/10003978695
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A realistic approach for estimating and modeling loss given default
Malkani, Rakesh - In: The journal of risk model validation 6 (2012) 2, pp. 103-116
Persistent link: https://www.econbiz.de/10009572300
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On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy; Chen, Wei - In: The journal of risk model validation 5 (2011) 3, pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
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On the use of t copulas for economic capital calculations
Maher, David G. - In: The journal of risk model validation 5 (2011) 3, pp. 21-36
Persistent link: https://www.econbiz.de/10009356748
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A practical anatomy of incremental risk charge modeling
Martin, Marcus R. W.; Lutz, Helmut; Wehn, Carsten - In: The journal of risk model validation 5 (2011) 2, pp. 45-60
Persistent link: https://www.econbiz.de/10009356817
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Integrating macroeconomic risk factors into credit portfolio models
Hamerle, Alfred; Dartsch, Andreas; Jobst, Rainer; … - In: The journal of risk model validation 5 (2011) 2, pp. 3-24
Persistent link: https://www.econbiz.de/10009356832