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~isPartOf:"International journal of risk assessment and management : IJRAM"
~person:"Guégan, Dominique"
~person:"Herring, Richard J."
~person:"Hogan, Thomas L."
~person:"Jagtiani, Julapa"
~person:"Kane, Edward J."
~person:"Sironi, Andrea"
~person:"Varotto, Simone"
~subject:"Mortgage"
~subject:"Regulation"
~subject:"Risikomaß"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
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Guégan, Dominique
Herring, Richard J.
Hogan, Thomas L.
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Sironi, Andrea
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International journal of risk assessment and management : IJRAM
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Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
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