Empirically testing for the location-scale condition a review of the economic literature

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Bibliographische Detailangaben
Veröffentlicht in:The journal of risk model validation
1. Verfasser: Vassalos, Michael (VerfasserIn)
Weitere Verfasser: Dillon, Carl R. (VerfasserIn), Childs, Paul D. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2012
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Entscheidung unter Unsicherheit > Erwartungsnutzen > Varianzanalyse > Wirtschaftstheorie > Aufsatz in Zeitschrift
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Titel Jahr Verfasser
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General bounds on the area under the receiver operating characteristic curve and other performance measures when only a single sensitivity and specificity point is known 2022 Stein, Roger M.
Can we take the "stress" out of stress testing? : applications of generalized structural equation modeling to consumer finance 2022 Canals-Cerdá, José
Performance validation of representative sample-balancing methods in loan credit-scoring scenarios 2022 Chen, Ling-Jia
Estimating value-at-risk using quantile regression and implied volatilities 2022 Lange, Petter Eilif de
Model risk in mortality-linked contingent claims pricing 2022 Peters, Gareth
Quantifying model selection risk in macroeconomic sensitivity models 2022 Breeden, Joseph L.
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio 2022 Jacobs, Michael
Validation nightmare : the slotting approach under International Financial Reporting Standard 2021 Prorokowski, Lukasz
Evaluation of backtesting techniques on risk models with different horizons 2021 Kontaxis, Grigorios
Research on listed companies' credit ratings, considering classification performance and interpretability 2021 Li, Zhe
A prudent loss given default estimation for mortgages. II 2021 Ozdemir, Bogie
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