Measuring Model Risk
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More about this item
Keywordsrisk evaluation; model risk; robust estimation; stress tests;
All these keywords.
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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