//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Research series / Universiteit van Amsterdam"
~isPartOf:"The journal of risk model validation"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Statistical specification"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
42
Scientific modelling
42
Credit risk
18
Kreditrisiko
18
Theorie
13
Theory
13
Portfolio selection
10
Portfolio-Management
10
Basel Accord
9
Basler Akkord
9
Forecasting model
7
Prognoseverfahren
7
Risikomanagement
7
Risk management
7
Credit rating
6
Kreditwürdigkeit
6
Bank risk
5
Bankrisiko
5
Estimation
5
Financial services
5
Finanzdienstleistung
5
Probability theory
5
Schätzung
5
Volatility
5
Volatilität
5
Wahrscheinlichkeitsrechnung
5
Bayes-Statistik
4
Bayesian inference
4
Risiko
4
Risikomaß
4
Risk
4
Risk measure
4
stress testing
4
Bankenaufsicht
3
Banking supervision
3
Financial market regulation
3
Finanzmarktregulierung
3
Multivariate Verteilung
3
Multivariate distribution
3
Nichtparametrisches Verfahren
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
32
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Graue Literatur
10
Hochschulschrift
10
Non-commercial literature
10
Thesis
10
Collection of articles written by one author
5
Sammlung
5
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
42
Author
All
Petrov, Alexander
3
Carlehed, Magnus
2
Neagu, Radu
2
Rubtsov, Mark
2
Skoglund, Jimmy
2
Yang, Bill Huajian
2
Zhang, Xin
2
Aguais, Scott D.
1
Amendola, Alessandra
1
Bhariok, Ruchi
1
Blümke, Oliver
1
Ceyhan, Şanh Pınar
1
Chawla, Gaurav
1
Chen, Wei
1
Cohort, Pierre
1
Dartsch, Andreas
1
Deryabin, Mikhail
1
Dijk, Abram van
1
Du, Zunwei
1
Fan, Lingling
1
Fernández-Sánchez, M. Pilar
1
Forest, Lawrence R. <Jr.>
1
Grundke, Peter
1
Hamerle, Alfred
1
Hernández-Bastida, Agustín
1
Hui, Cho H.
1
Jacobs, Michael <Jr.>
1
Jobst, Rainer
1
Jordan, John
1
Joumaa, Mazin
1
Karagozoglu, Ahmet K.
1
Karm, Stephane
1
Kiritz, Nick
1
Kruger, Jan W.
1
Lee, Jake
1
Legerstee, Rianne
1
Levonian, Mark E.
1
Levy dit Vehel, Pierre Emmanuel
1
Li, David
1
Lipsa, Gabriel
1
more ...
less ...
Published in...
All
Research series / Universiteit van Amsterdam
The journal of risk model validation
Journal of econometrics
114
NBER working paper series
58
Econometric reviews
56
Working paper
49
NBER Working Paper
47
Discussion paper / Tinbergen Institute
46
Working paper / National Bureau of Economic Research, Inc.
44
SpringerLink / Bücher
41
Economics letters
40
Discussion paper / Centre for Economic Policy Research
39
Econometric Institute research papers
39
International journal of forecasting
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of applied econometrics
36
CREATES research paper
32
Economic modelling
30
Cowles Foundation discussion paper
28
Econometrics : open access journal
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Applied economics
25
European journal of operational research : EJOR
25
Journal of economic dynamics & control
25
International journal of production research
24
Working paper / Norges Bank
24
Cowles Foundation Discussion Paper
23
Econometric theory
23
CESifo working papers
22
Insurance / Mathematics & economics
22
Journal of forecasting
22
Springer eBook Collection
22
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of the American Statistical Association : JASA
21
Handbooks in economics
20
The econometrics journal
20
Tinbergen Institute research series
20
Discussion papers / Department of Economics, University of Copenhagen
19
Discussion papers / CEPR
18
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
2
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
3
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
4
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
5
Credit portfolio stress testing using transition matrixes
Neagu, Radu
;
Lipsa, Gabriel
;
Wu, Jing
;
Lee, Jake
;
Karm, …
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 79-108
Persistent link: https://www.econbiz.de/10012051692
Saved in:
6
Validation of the backtesting process under the targeted review of internal models : practical recommendations for probability of default models
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 109-147
Persistent link: https://www.econbiz.de/10012051694
Saved in:
7
Quantification of model risk in stress testing and scenario analysis
Skoglund, Jimmy
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012020265
Saved in:
8
The utility of Basel III rules on excessive violations of internal risk models
Tarrant, Wayne
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10012020267
Saved in:
9
On the mathematical modeling of point-in-time and through-the-cycle probability of default estimation/ validation
Zhang, Xin
;
Tung, Tony
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10012020268
Saved in:
10
Bayesian analysis in an aggregate loss model : validation of the structure functions
Hernández-Bastida, Agustín
;
Pérez-Sánchez, José María
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 19-47
Persistent link: https://www.econbiz.de/10011762992
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->