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The journal of risk model validation
203
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ECONIS (ZBW)
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1
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
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2
Predicting financial distress of Chinese listed companies using a novel hybrid model framework with an imbalanced-data perspective
Zhang, Tong
;
Zhao, Zhichong
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 23-52
Persistent link: https://www.econbiz.de/10014540541
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3
Estimating value-at-risk using quantile regression and implied volatilities
Lange, Petter Eilif de
;
Risstad, Morten
;
Westgaard, Sjur
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 53-76
Persistent link: https://www.econbiz.de/10014540547
Saved in:
4
The importance of window size : a study on the required window size for optimal-quality market risk models
Buczyński, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
Saved in:
5
Can we take the "stress" out of stress testing? : applications of generalized structural equation modeling to consumer finance
Canals-Cerdá, José
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014540562
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6
An end-to-end deep learning approach to credit scoring using CNN + XGBoost on transaction data
Hjelkrem, Lars Ole
;
Lange, Petter Eilif de
;
Nesset, Erik
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10014540570
Saved in:
7
Expected shortfall model based on a neural network
Doncic, Sanja
;
Pantic, Nemanja
;
Lakićević, Marija
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 63-83
Persistent link: https://www.econbiz.de/10014540573
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8
Model risk in mortality-linked contingent claims pricing
Peters, Gareth
;
Yan, Hongxuan
;
Chan, Jennifer So Kuen
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 1-53
Persistent link: https://www.econbiz.de/10014540592
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9
General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known
Stein, Roger M.
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 85-107
Persistent link: https://www.econbiz.de/10014540597
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10
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
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