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Validation techniques and perf...
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ECONIS (ZBW)
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Validation techniques and performance metrics for loss given default models
Li, David
;
Bhariok, Ruchi
;
Keenan, Sean
;
Santilli, Stefano
- In:
The journal of risk model validation
3
(
2009/10
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10009911480
Saved in:
2
Financial institution advantage and the optimization of information processing
Keenan, Sean C.
-
2015
Persistent link: https://www.econbiz.de/10010495626
Saved in:
3
Multi-country tests for the oscillator model with slowly varying coefficients
Ramsey, James B.
;
Keenan, Sean C.
-
1994
Persistent link: https://www.econbiz.de/10000887596
Saved in:
4
Forecastability of driven oscillators with noise
Ramsey, James B.
;
Keenan, Sean C.
-
1993
Persistent link: https://www.econbiz.de/10000874531
Saved in:
5
The computation of optimised credit transition matrices
Long, Kete
;
Keenan, Sean C.
;
Neagu, Radu
;
Ellis, John A.
; …
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 370-391
Persistent link: https://www.econbiz.de/10009507707
Saved in:
6
New challenges in credit risk modeling and measurement
Sobehart, Jorge R.
;
Keenan, Sean C.
- In:
Risk management : a modern perspective
,
(pp. 203-234)
.
2006
Persistent link: https://www.econbiz.de/10003271333
Saved in:
7
The debt and equity linkage and the valuation of credit derivatives
Keenan, Sean C.
;
Sobehart, Jorge R.
;
Benzschawel, Terry L.
- In:
Credit derivatives : the definitive guide
,
(pp. 67-90)
.
2004
Persistent link: https://www.econbiz.de/10002798809
Saved in:
8
Performance evaluation for credit spread and default risk models
Sobehart, Jorge R.
;
Keenan, Sean C.
- In:
Credit risk models and management
,
(pp. 275-305)
.
2004
Persistent link: https://www.econbiz.de/10002432544
Saved in:
9
SAS for Monte Carlo studies : a guide for quantitative researchers
Fan, Xitao
(
contributor
);
Felsövályi, Ákos
(
contributor
); …
-
SAS Institute
-
2002
Persistent link: https://www.econbiz.de/10001793356
Saved in:
10
Multi-country tests for the oscillator model with slowly varying coefficients
Ramsey, James B.
- In:
Journal of economic behavior & organization : JEBO
30
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001335480
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