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 journalArticlepeer-review

1 Citation (Scopus)
Original languageEnglish
JournalJournal of Operational Risk
Early online date2023
Publication statusPublished - 2023

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