Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969)
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scientific article; zbMATH DE number 6635787
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| English | Accuracy of mortgage portfolio risk forecasts during financial crises |
scientific article; zbMATH DE number 6635787 |
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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0.7716401219367981
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0.7418595552444458
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0.7407577037811279
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0.7166973948478699
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0.7154147624969482
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