"Modeling Operational Risk: Estimation and Effects of Dependencies."

Stefan Mittnik, Sandra Paterlini, Tina Yener (2010)

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DOI: 10.1007/978-3-7908-2604-3_55

access: closed

type: Conference or Workshop Paper

metadata version: 2020-04-24

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Stefan Mittnik, Sandra Paterlini, Tina Yener:
Modeling Operational Risk: Estimation and Effects of Dependencies. COMPSTAT 2010: 541-548

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