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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"The journal of operational risk"
~subject:"Autocorrelation"
~subject:"Maximum likelihood estimation"
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The journal of operational risk
Journal of econometrics
138
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Journal of time series econometrics
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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:
2
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:
3
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
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