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~isPartOf:"The journal of risk model validation"
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Chi, Guotai
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The journal of risk model validation
Journal of banking & finance
485
IMF Working Papers
320
Finance research letters
297
IMF Staff Country Reports
257
European journal of operational research : EJOR
212
Journal of financial stability
193
Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
176
International review of financial analysis
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NBER working paper series
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131
International review of economics & finance : IREF
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Journal of risk management in financial institutions
127
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Research in international business and finance
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ECONIS (ZBW)
106
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106
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1
A hybrid model for credit risk assessment : empirical validation by real-world credit data
Chi, Guotai
;
Uddin, Mohammad S.
;
Habib, Tabassum
;
Zhou, Ying
- In:
The journal of risk model validation
14
(
2020
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014336032
Saved in:
2
The effect of introducing economic variables into credit scorecards : an example from invoice discounting
Zhang, Jie
;
Thomas, Lyn C.
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10010516718
Saved in:
3
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
4
An advanced hybrid classification technique for credit risk evaluation
Wu, Chong
;
Gao, Dekun
;
Ma, Qianqun
;
Wang, Qi
;
Lu, Yu
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
Saved in:
5
Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
Caprioli, Sergio
;
Cagliero, Emanuele
;
Crupi, Riccardo
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014556697
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6
Value-at-risk in the European energy market : a comparison of parametric, historical simulation and quantile regression value-at-risk
Westgaard, Sjur
;
Arhus, Gisle Hoel
;
Frydenberg, Marina
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012373160
Saved in:
7
The usefulness of inaccurate models : financial risk management "in the wild"
Millo, Yuval
;
MacKenzie, Donald A.
- In:
The journal of risk model validation
3
(
2009/10
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10003848866
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8
Downside risk measure performance in the presence of breaks in volatility
Rohde, Johannes
- In:
The journal of risk model validation
9
(
2015
)
4
,
pp. 31-68
Persistent link: https://www.econbiz.de/10011449971
Saved in:
9
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
Saved in:
10
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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