Model Risk Management: Limits and Future of Bayesian Approaches
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Other versions of this item:
- Jean-Pierre Florens & Christian Gouriéroux & Alain Monfort, 2019. "Model Risk Management: Limits and Future of Bayesian Approaches," Post-Print hal-02952910, HAL.
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- Gourieroux, C. & Monfort, A., 2021. "Model risk management: Valuation and governance of pseudo-models," Econometrics and Statistics, Elsevier, vol. 17(C), pages 1-22.
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KeywordsModel Risk; Bayesian Approach; Model Choice; Validation.;
All these keywords.
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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