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  • Search: subject:"Economic Scenario Generators"
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Year of publication
Subject
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Scenario analysis 2 Szenariotechnik 2 Theorie 2 Theory 2 ARMA model 1 ARMA-Modell 1 Composite Likelihood 1 Economic Scenario Generators 1 Economic forecast 1 Economic scenario generators 1 Estimation theory 1 Forecast 1 Forecasting model 1 Fundamental Representation 1 Generationengerechtigkeit 1 Identification 1 Impulse Response Function 1 Incomplete Likelihood 1 Intergenerational equity 1 Market risk 1 Marktrisiko 1 Neural networks 1 Neuronale Netze 1 Prognose 1 Prognoseverfahren 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 Schock 1 Schätztheorie 1 Shock 1 Shocks 1 Simulation 1 Solvency 1 Structural VARMA 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Wirtschaftsprognose 1
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Online availability
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Free 3 CC license 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3
Author
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Bégin, Jean-François 1 Flaig, Thekla Solveig 1 Gouriéroux, Christian 1 Junike, Gero 1 Monfort, Alain 1 Renne, Jean-Paul 1
Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 1 Risks : open access journal 1 Série des documents de travail 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Scenario generation for market risk models using generative neural networks
Flaig, Thekla Solveig; Junike, Gero - In: Risks : open access journal 10 (2022) 11, pp. 1-28
scenario generators (ESG) can be extended to an entire internal market risk model-with enough risk factors to model the full …In this research study, we show how existing approaches of using generative adversarial networks (GANs) as economic …
Persistent link: https://www.econbiz.de/10013556779
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On complex economic scenario generators : is less more?
Bégin, Jean-François - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 779-812
Persistent link: https://www.econbiz.de/10012656729
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Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2017
Persistent link: https://www.econbiz.de/10012197831
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