Publication: Operational risk quantification using extreme value theory and copulas: from theory to practice
Operational risk quantification using extreme value theory and copulas: from theory to practice
Date
Date
Date
2009
Journal Article
Published version
Citations
Gourier, E., Abbate, D., & Farkas, W. (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice. Journal of Operational Risk, 4(3), 1–24.
Metrics
Citations
Additional indexing
Creators (Authors)
Volume
Volume
Volume
4
Number
Number
Number
3
Page range/Item number
Page range/Item number
Page range/Item number
1
Page end
Page end
Page end
24
Item Type
Item Type
Item Type
Journal Article
In collections
Scope
Scope
Scope
Discipline-based scholarship (basic research)
Language
Language
Language
English
Publication date
Publication date
Publication date
2009
Date available
Date available
Date available
2014-10-24
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
1744-6740
OA Status
OA Status
OA Status
Green
Free Access at
Free Access at
Free Access at
Unspecified
Other Identification Number
Other Identification Number
Other Identification Number
merlin-id:4255
Metrics
Citations
Citations
Gourier, E., Abbate, D., & Farkas, W. (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice. Journal of Operational Risk, 4(3), 1–24.
Green Open Access
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