Pages that link to "Item:Q4682990"
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The following pages link to Stress scenario selection by empirical likelihood (Q4682990):
Displaying 9 items.
- Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
- Systematic scenario selection: stress testing and the nature of uncertainty (Q4682992) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- Stress testing correlation matrix: a maximum empirical likelihood approach (Q5222510) (← links)
- A financially justifiable and practically implementable approach to coherent stress testing (Q5234340) (← links)
- Reverse stress testing in skew-elliptical models (Q6050283) (← links)
- Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Stressing dynamic loss models (Q6152707) (← links)