Original language | English |
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Journal | Journal of Operational Risk |
Early online date | 2023 |
Publication status | Published - 2023 |
Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses
Yang Yang, Yishan Gong, Jiajun Liu*
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
1
Citation
(Scopus)