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Operational risk quantification using extreme value theory and copulas: from theory to practice


Gourier, Elise; Abbate, Donato; Farkas, Walter (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice. The Journal of Operational Risk, 4(3):1-24.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2009
Deposited On:24 Oct 2014 11:34
Last Modified:20 May 2016 18:48
Publisher:Incisive Media Ltd.
ISSN:1744-6740
Other Identification Number:merlin-id:4255

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