Bayesian estimation of truncated data with applications to operational risk measurement
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References listed on IDEAS
- Patrick de Fontnouvelle & Eric Rosengren & John Jordan, 2007.
"Implications of Alternative Operational Risk Modeling Techniques,"
NBER Chapters,in: The Risks of Financial Institutions, pages 475-512
National Bureau of Economic Research, Inc.
- Patrick de Fontnouvelle & Eric S. Rosengren & John S. Jordan, 2004. "Implications of alternative operational risk modeling techniques," Working Papers 04-9, Federal Reserve Bank of Boston.
- Patrick de Fontnouvelle & John Jordan & Eric Rosengren, 2005. "Implications of Alternative Operational Risk Modeling Techniques," NBER Working Papers 11103, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Suren Pakhchanyan, 2016. "Operational Risk Management in Financial Institutions: A Literature Review," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(4), pages 1-21, October.
- Zhou, Xiaoping & Durfee, Antonina V. & Fabozzi, Frank J., 2016. "On stability of operational risk estimates by LDA: From causes to approaches," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 266-278.
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