//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of risk model validation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
What can we learn from what a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
3
Kreditrisiko
3
Risikomanagement
3
Risk management
3
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
2001-2009
1
ARCH model
1
ARCH-Modell
1
Bankenaufsicht
1
Banking supervision
1
Basel Accord
1
Basler Akkord
1
Bourse
1
Börse
1
Capital income
1
Correlation
1
Credit rating
1
Estimation
1
Forecasting model
1
Impact assessment
1
Investitionsentscheidung
1
Investment decision
1
Kapitaleinkommen
1
Korrelation
1
Kreditwürdigkeit
1
Macroeconomics
1
Makroökonomik
1
Markov chain
1
Markov-Kette
1
Modellierung
1
Prognoseverfahren
1
Risiko
1
Risk
1
Schätzung
1
Scientific modelling
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
10
Author
All
Chen, Wei
10
Skoglund, Jimmy
9
Erdman, Donald
4
Li, Le
1
Pang, Tao
1
Published in...
All
The journal of risk model validation
Papers / arXiv.org
18
Physica A: Statistical Mechanics and its Applications
9
Industrial Robot: the international journal of robotics research and application
6
Journal of risk management in financial institutions
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Accounting, organizations and society : an international journal devoted to the behavioural, organizational and social aspects of accounting
4
Computational economics
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Information systems research : ISR
3
Journal of accounting research
3
Journal of risk
3
Renewable Energy
3
Working Papers / Networks, Economics and Urban Systems Research Group (Nexus), University of Minnesota
3
Applied Energy
2
Auditing : a journal of practice & theory
2
Centre of Policy Studies/IMPACT Centre Working Papers
2
China Agricultural Economic Review
2
China agricultural economic review : publ. in association with the China Agricultural University
2
Chinese management studies : CMS
2
Contributions to Finance and Accounting
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy
2
Energy economics
2
Financial innovation : FIN
2
General paper / G / The Centre of Policy Studies and the Impact Project
2
IEEE transactions on engineering management : EM
2
International journal of Chinese culture and management : IJCCM
2
International journal of product development : IJPD
2
Inventi impact: emerging economies
2
Journal of Accounting Research
2
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
2
Journal of management history : JMH
2
Land economics : applied research on environmental resources
2
Policy Research Working Paper
2
Production and operations management : an international journal of the Production and Operations Management Society
2
Recent advances in optimization theory and applications
2
Socio-economic planning sciences : the international journal of public sector decision-making
2
The journal of real estate finance and economics
2
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
OLC EcoSci
4
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10003971967
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
An integrated stress testing framework via Markov switching simulation
Chen, Wei
;
Skoglund, Jimmy
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10009780655
Saved in:
4
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
4
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
Saved in:
5
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
6
On the correlation and parametric approaches to calculation of credit value adjustment
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011762993
Saved in:
7
An integrated stress testing framework via Markov switching simulation
Chen, Wei
;
Skoglund, Jimmy
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010185315
Saved in:
8
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10009911489
Saved in:
9
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/10009911507
Saved in:
10
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009911509
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->