Measuring Model Risk
Year of publication: |
2008-11
|
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Authors: | Sibbertsen, Philipp ; Stahl, Gerhard ; Luedtke, Corinna |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | risk evaluation | model risk | robust estimation | stress tests |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 25 pages |
Classification: | C50 - Econometric Modeling. General ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Sibbertsen, Philipp, (2008)
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Boucher, Christophe, (2011)
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Boucher, Christophe M., (2014)
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Modellrisiko = Spezifikation + Validierung
Stahl, Gerhard, (2011)
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About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis.
Bertram, Philip, (2011)
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Sibbertsen, Philipp, (2008)
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