//-->
Stage transfer effect on impairment forecasts
Skoglund, Jimmy, (2018)
Multiperiod default probability forecasting
Blümke, Oliver, (2022)
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen, (2018)
Quantification of model risk in stress testing and scenario analysis
Skoglund, Jimmy, (2019)
A simple efficient GMM estimator of GARCH models
Skoglund, Jimmy, (2001)
Essays on Random Effects models and GARCH