CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory
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Publication:462734
DOI10.1016/j.mcm.2012.07.013zbMath1297.91141OpenAlexW2003272056MaRDI QIDQ462734
Jiaqi Luan, Hongmei Wen, Feng-ge Yao
Publication date: 21 October 2014
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2012.07.013
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