List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Risk Measure Inference Journal of Business and Economic Statistics | 2024-10-09 | Paper |
| Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects European Journal of Operational Research | 2021-12-13 | Paper |
| Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims | 2020-07-10 | Paper |
| Where the risks lie: a survey on systemic risk Review of Finance | 2018-11-20 | Paper |
| Implied risk exposures Review of Finance | 2018-11-09 | Paper |
| Testing interval forecasts: a GMM-based approach Journal of Forecasting | 2018-10-11 | Paper |
| Loss functions for loss given default model comparison European Journal of Operational Research | 2018-05-30 | Paper |
Research outcomes over time
This page was built for person: Christophe Hurlin
