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The journal of risk model validation
MPRA Paper
30,053
Munich Reprints in Economics
987
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
488
Discussion Papers in Economics
393
Munich Dissertations in Economics
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Physica A: Statistical Mechanics and its Applications
9
Journal of risk management in financial institutions
7
SSE/EFI Working Paper Series in Economics and Finance
7
Industrial Robot: the international journal of robotics research and application
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Accounting, organizations and society : an international journal devoted to the behavioural, organizational and social aspects of accounting
4
Computational economics
4
Essays on Random Effects models and GARCH
4
SSE EFI working paper series in economics and finance
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Information systems research : ISR
3
Journal of accounting research
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Socio-economic planning sciences : the international journal of public sector decision-making
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An integrated stress testing framework via Markov switching simulation
Chen, Wei
;
Skoglund, Jimmy
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010185315
Saved in:
2
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10009911489
Saved in:
3
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009911507
Saved in:
4
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009911509
Saved in:
5
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10003971967
Saved in:
6
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
7
On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
4
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
Saved in:
8
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
9
An integrated stress testing framework via Markov switching simulation
Chen, Wei
;
Skoglund, Jimmy
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10009780655
Saved in:
10
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:
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