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~isPartOf:"The journal of risk model validation"
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The journal of risk model validation
Journal of econometrics
116
Renewable Energy
98
Business Process Management Journal
68
Managerial Finance
67
PharmacoEconomics
64
Energy
61
NBER working paper series
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International journal of production research
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41
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41
SpringerLink / Bücher
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Economics letters
40
Discussion paper / Centre for Economic Policy Research
39
Econometric Institute research papers
39
International Journal of Quality & Reliability Management
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Industrial Management & Data Systems
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of applied econometrics
36
Applied Energy
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CREATES research paper
32
Energy economics
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Economic modelling
30
MPRA Paper
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Cowles Foundation discussion paper
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ECONIS (ZBW)
35
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Reverse stress tests with bottom-up approaches
Grundke, Peter
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10009356845
Saved in:
7
A proposal for a validation methodology for the discriminatory power of a rating system over time
Blümke, Oliver
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 21-44
Persistent link: https://www.econbiz.de/10009356850
Saved in:
8
Variable selection in default risk models
Amendola, Alessandra
;
Restaino, Marialuisa
;
Sensini, Luca
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009356851
Saved in:
9
Stress testing and
modelling
of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
10
Modeling issuer default risk in basket default swaps : the impact of default correlation
Wu, Po-cheng
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 67-82
Persistent link: https://www.econbiz.de/10009658573
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