Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969): Difference between revisions
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Revision as of 23:58, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of mortgage portfolio risk forecasts during financial crises |
scientific article |
Statements
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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