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A business cycle approach to rating based credit risk modeling
Trück, Stefan - 2005
Persistent link: https://www.econbiz.de/10003734838
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Value-at-risk : theory and practice
Holton, Glyn A. - 2003
Persistent link: https://www.econbiz.de/10001748316
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Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
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Solutions to specification errors in stress testing models
Breeden, Joseph L.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 67 (2016) 6, pp. 830-840
Persistent link: https://www.econbiz.de/10011517475
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Neural network time series models for financial risk management
Virili, Francesco - 2001
Persistent link: https://www.econbiz.de/10001608000
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The valuation relevance of R&D expenditures : time series evidence
Callen, Jeffrey L.; Morel, Mindy - In: International review of financial analysis 14 (2005) 3, pp. 304-325
Persistent link: https://www.econbiz.de/10002960524
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Incorporating lifecycle and environment in loan-level forecasts and stress tests
Breeden, Joseph L. - In: European journal of operational research : EJOR 255 (2016) 2, pp. 649-658
Persistent link: https://www.econbiz.de/10011532227
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Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes - In: Journal of banking & finance 70 (2016), pp. 1-22
Persistent link: https://www.econbiz.de/10011635106