A Bayesian approach to estimate the marginal loss distributions in operational risk management
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References listed on IDEAS
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- Paola Cerchiello & Paolo Giudici, 2016. "How to measure the quality of financial tweets," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(4), pages 1695-1713, July.
- Fantazzini, Dean, 2008. "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 11(3), pages 87-122.
- Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
- repec:spr:scient:v:99:y:2014:i:2:d:10.1007_s11192-013-1194-2 is not listed on IDEAS
- Paolo Giudici, 2015. "Scorecard models for operations management," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 1(1), pages 96-101.
- Otranto, Edoardo, 2008.
"Clustering heteroskedastic time series by model-based procedures,"
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- E. Otranto, 2008. "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS 200801, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Silvia Figini & Lijun Gao & Paolo Giudici, 2013. "Bayesian operational risk models," DEM Working Papers Series 047, University of Pavia, Department of Economics and Management.
- Lu, Zhaoyang, 2011. "Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(4), pages 604-616.
- Paola Cerchiello & Paolo Giudici, 2015. "A Bayesian h-index: how to measure research impact," DEM Working Papers Series 102, University of Pavia, Department of Economics and Management.
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