Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969): Difference between revisions

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Latest revision as of 16:00, 12 July 2024

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Accuracy of mortgage portfolio risk forecasts during financial crises
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    Accuracy of mortgage portfolio risk forecasts during financial crises (English)
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    7 October 2016
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    Bayesian estimation
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    maximum likelihood estimation
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    model risk
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    mortgage
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    value-at-risk
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