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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"The journal of operational risk"
~subject:"Autocorrelation"
~subject:"Korrelation"
~subject:"Operational risk capital"
~subject:"Statistical distribution"
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Bootstrap approach
Autocorrelation
Korrelation
Operational risk capital
Statistical distribution
Estimation theory
6
Schätztheorie
6
Operational risk
5
Operationelles Risiko
5
Statistische Verteilung
5
Risikomanagement
4
Risk management
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Risikomaß
3
Risk measure
3
Basel Accord
2
Basler Akkord
2
Loss
2
Probability theory
2
Verlust
2
Wahrscheinlichkeitsrechnung
2
heavy-tailed distributions
2
operational risk models
2
Advanced measurement approach (AMA)
1
Bank risk
1
Bankrisiko
1
Bayes-Statistik
1
Bayesian inference
1
Correlation
1
Financial services
1
Finanzdienstleistung
1
Operational Riskdata Exchange Association (ORX)
1
Operational risk modelling
1
Original research
1
Stochastic process
1
Stochastischer Prozess
1
advanced measurement approach (AMA)
1
analytic approximation
1
analytic formulas
1
approximate Bayesian computation (ABC)
1
asymptotic normality
1
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English
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Larsen, Paul
2
Brown, Maurice L.
1
Colombo, Andrea
1
Danesi, Ivan Luciano
1
Griffiths, Ross
1
Lazzarini, Alessandro
1
Ly, Cheng
1
Mnif, Walid
1
Mongelluzzo, Silvia
1
Piacenza, Fabio
1
Ruli, Erlis
1
Ventura, Laura
1
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The journal of operational risk
Journal of econometrics
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Econometric reviews
57
Economics letters
50
Insurance / Mathematics & economics
30
The econometrics journal
25
Econometric theory
22
Finance research letters
20
International journal of forecasting
20
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Computational economics
15
European journal of operational research : EJOR
14
Applied economics
12
Applied economics letters
12
Quantitative finance
10
Journal of empirical finance
9
Journal of mathematical finance
9
Journal of risk
9
Regional science & urban economics
9
Economic modelling
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of time series econometrics
8
Journal of banking & finance
7
Journal of forecasting
7
Journal of quantitative economics
7
Operations research
7
Astin bulletin : the journal of the International Actuarial Association
6
Scandinavian actuarial journal
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Discussion papers / CEPR
5
Operations research letters
5
The European journal of finance
5
Computational Management Science : CMS
4
Essays in honor of Joon Y. Park : econometric theory
4
Journal of applied econometrics
4
Journal of econometric methods
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Letters in spatial and resource sciences : LSRS
4
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ECONIS (ZBW)
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1
Estimating the correlation between operational risk loss categories over different time horizons
Brown, Maurice L.
;
Ly, Cheng
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014490177
Saved in:
2
Maximum likelihood estimation error an operational value-at-risk stability
Larsen, Paul
- In:
The journal of operational risk
14
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012052373
Saved in:
3
Various approximations of the total aggregate loss quantile function with application to operational risk
Griffiths, Ross
;
Mnif, Walid
- In:
The journal of operational risk
12
(
2017
)
2
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011775504
Saved in:
4
Optimal B-robust posterior distributions for operational risk
Danesi, Ivan Luciano
;
Piacenza, Fabio
;
Ruli, Erlis
; …
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 35-54
Persistent link: https://www.econbiz.de/10013177177
Saved in:
5
Operational risk models and asymptotic normality of maximum likelihood estimation
Larsen, Paul
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10013177178
Saved in:
6
A weighted likelihood estimator for operational risk data : improving the accuracy of capital estimates by robustifying maximum likelihood estimates
Colombo, Andrea
;
Lazzarini, Alessandro
;
Mongelluzzo, Silvia
- In:
The journal of operational risk
10
(
2015/2016
)
3
,
pp. 47-108
Persistent link: https://www.econbiz.de/10013262995
Saved in:
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