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~isPartOf:"The journal of risk model validation"
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The journal of risk model validation
Journal of banking & finance
65
The journal of structured finance
51
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40
International review of financial analysis
37
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33
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
2
A correlated structural credit risk model with random coefficients and its Bayesian estimation using stock and credit market information
Kwon, Tae Yeon
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 21-48
Persistent link: https://www.econbiz.de/10011587693
Saved in:
3
Backtesting for counterparty credit risk
Schnitzler, Sebastian
;
Rother, Niklas
;
Plank, Holger
; …
- In:
The journal of risk model validation
8
(
2014
)
4
,
pp. 3-17
Persistent link: https://www.econbiz.de/10010506586
Saved in:
4
Conditioned likelihood estimation of nonnormal distributions : risk estimation of credit portfolios in stressed markets
Oteng-Amoako, Kingsley
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 3-31
Persistent link: https://www.econbiz.de/10010423915
Saved in:
5
Toward model value-at-risk : bespoke CDO tranches, a case study
Cohort, Pierre
;
Levy dit Vehel, Pierre Emmanuel
; …
- In:
The journal of risk model validation
7
(
2013
)
3
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010480651
Saved in:
6
Modeling issuer default risk in basket default swaps : the impact of default correlation
Wu, Po-cheng
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 67-82
Persistent link: https://www.econbiz.de/10009658573
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