Printed from https://ideas.repec.org/j/C52-50.html
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection
This JEL code is mentioned in the following RePEc Biblio entries:
- J.A. Bikker & L. Spierdijk, 2008, "How Banking Competition changed over Time," Working Papers, Utrecht School of Economics, number 08-04, Feb.
- J.A. Bikker, 2008, "Sizing up performance measures in the financial services sector," Working Papers, Utrecht School of Economics, number 08-36, Dec.
- Jennifer Castle & David Hendry, 2008, "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers, University of Oxford, Department of Economics, number 409, Oct.
- Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Monetary Policy and Macroeconomic Stability Revisited," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 255-274, July, DOI: 10.1016/j.red.2020.03.001.
- Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2021, "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 41, pages 52-70, July, DOI: 10.1016/j.red.2010.07.004.
- Dennis Glennon & Nicholas M. Kiefer & C. Erik Larson & Hwan-sik Choi, None, "Development and validation of credit scoring models," Journal of Credit Risk, Journal of Credit Risk.
- Sebastian Letmathe & Yuanhua Feng & André Uhde, None, "Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall," Journal of Risk, Journal of Risk.
- Timotheos Angelidis & Stavros Degiannakis, None, "Backtesting VaR models:a two-stage procedure," Journal of Risk Model Validation, Journal of Risk Model Validation.
- Arabinda Basistha & Alexander Kurov & Marketa Halova Wolfe, None, "Volatility forecasting: the role of internet search activity and implied volatility," Journal of Risk Model Validation, Journal of Risk Model Validation.
- Mateusz Buczyński & Marcin Chlebus, None, "Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states," Journal of Risk Model Validation, Journal of Risk Model Validation.
- Daniel Felix Ahelegbey, None, "The econometrics of Bayesian graphical models: a review with financial application," Journal of Network Theory in Finance, Journal of Network Theory in Finance.