| Original language | English |
|---|---|
| Journal | Journal of Operational Risk |
| Early online date | 2023 |
| Publication status | Published - 2023 |
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Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses
- Yang Yang
- , Yishan Gong
- , Jiajun Liu*
*Corresponding author for this work
- Nanjing Audit University
- Southeast University, Nanjing
- Xi'an Jiaotong-Liverpool University
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