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The journal of risk model validation
Journal of Agricultural and Applied Economics
30
Journal of agricultural and applied economics
19
Papers / arXiv.org
18
Physica A: Statistical Mechanics and its Applications
9
Agricultural and resource economics review : ARER
8
Monographs / International Agricultural Trade and Policy Center (IATPC), University of Florida
8
Agribusiness
7
Review of agricultural economics : RAE
7
Industrial Robot: the international journal of robotics research and application
6
Journal of risk management in financial institutions
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
2004 Annual meeting, August 1-4, Denver, CO
5
Agribusiness : an internat. journal
5
American journal of agricultural economics
5
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia
4
Accounting, organizations and society : an international journal devoted to the behavioural, organizational and social aspects of accounting
4
American Journal of Agricultural Economics
4
Applied economic perspectives and policy
4
Computational economics
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International Food and Agribusiness Management Review
4
Technical Bulletins / Economic Research Service, Department of Agriculture
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2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma
3
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida
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2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania
3
Agricultural and Resource Economics Review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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IFPRI discussion papers
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International journal of trade and global markets
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2
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1
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
On the correlation and parametric approaches to calculation of credit value adjustment
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011762993
Saved in:
9
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:
10
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:
1
2
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