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The journal of operational risk
IMF Working Papers
104
Insurance / Mathematics & economics
35
Discussion paper / Tinbergen Institute
25
Applied economics
22
Discussion paper / Center for Economic Research, Tilburg University
22
Journal of econometrics
21
Risks : open access journal
20
Computational Statistics & Data Analysis
19
Economic modelling
17
MPRA Paper
16
Technical Report
16
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
15
Annals of the Institute of Statistical Mathematics
14
Journal of banking & finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Computational Statistics
13
Journal of empirical finance
13
Psychometrika
13
Economics letters
12
Finance research letters
12
International journal of forecasting
12
International review of financial analysis
12
Tinbergen Institute Discussion Paper
12
Tinbergen Institute Discussion Papers
12
Journal of Applied Statistics
11
Working papers / TSE : WP
11
European journal of operational research : EJOR
10
Stata Journal
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Econometric Institute Report
9
Econometric Institute Research Papers
9
IMF Staff Country Reports
9
Journal of risk
9
Applied economics letters
8
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8
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Journal of Multivariate Analysis
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ECONIS (ZBW)
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1
Operational risk quantification using extreme value theory and copulas : from theory to practice
Gourier, Elise
;
Farkas, Walter
;
Abbate, Donato
- In:
The journal of operational risk
4
(
2009/10
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10003900825
Saved in:
2
Bayesian analysis of extreme operational losses
Liang, Chyng-lan
- In:
The journal of operational risk
4
(
2009/10
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10003900833
Saved in:
3
Bayesian operational risk models
Figini, Silvia
;
Gao, Lijun
;
Giudici, Paolo
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
Saved in:
4
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
5
Evidence, estimates and extreme values from Austria
Kerbl, Stefan
- In:
The journal of operational risk
9
(
2014/2015
)
3
,
pp. 89-123
Persistent link: https://www.econbiz.de/10013262966
Saved in:
6
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong
;
Gonpot, Preethee Nunkoo
; …
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Saved in:
7
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
8
Tail dependence in small samples : from theory to practice
Lavaud, Sophie
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 15-49
Persistent link: https://www.econbiz.de/10011848897
Saved in:
9
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
10
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
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