Measurement and Quantification of Operational Risk : An Application of Covariate VAR
Year of publication: |
2017
|
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Authors: | Rao, D. Tripati |
Other Persons: | Ghosh, Prodipta (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Finanzdienstleistung | Financial services | Messung | Measurement | Risikomaß | Risk measure | VAR-Modell | VAR model | Korrelation | Correlation |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Metamorphosis: A Journal of Management Research, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2011 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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