Ainura Tursunalieva

Monash University - Department of Econometrics & Business Statistics

Wellington Road

Clayton, Victoria 3168

Australia

Monash University

PhD student

Wellington Road

Clayton, Victoria 3168

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

205

CITATIONS

0

Scholarly Papers (2)

1.

Estimation of Operational Risks Using Non-Parametric Approaches with an Application to US Business Losses

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 47 Posted: 25 Aug 2011
Param Silvapulle and Ainura Tursunalieva
Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads 116 (235,967)

Abstract:

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2.

Estimation of Expected Operational Losses: Approaches Based on Heavy Right-Tailed Distributions

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 25 Posted: 25 Aug 2010 Last Revised: 30 Oct 2010
Ainura Tursunalieva
Monash University - Department of Econometrics & Business Statistics
Downloads 89 (282,085)

Abstract:

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Heavy tailed distributions, tail index, confidence intervals, non-parametric method, empirical likelihood, bootstrap