Quantifying model selection risk in macroeconomic sensitivity models
Joseph L. Breeden and Nikolay Dobrinov
| Year of publication: |
2022
|
|---|---|
| Authors: | Breeden, Joseph L. ; Dobrinov, Nikolay |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 16.2022, 3, p. 55-71
|
| Subject: | model risk management | ensemble models | prediction intervals | error propagation | Monte Carlo simulation | Monte-Carlo-Simulation | Risikomanagement | Risk management | Theorie | Theory | Prognoseverfahren | Forecasting model | Simulation | Modellierung | Scientific modelling | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2022.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014540599