Vincenzo Aquaro

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

A Bayesian Networks Approach to Operational Risk

Physica A, Vol. 389, No. 8, pp. 1721-1728, 2010
Posted: 10 Sep 2010 Last Revised: 08 Feb 2012
affiliation not provided to SSRN, Bank of England, University of Bari - Department of Physics, Italian National Research Council (CNR) - Institute for Biomedical Technologies (ITB), affiliation not provided to SSRN and LUMSA University

Abstract:

Loading...

Operational Risk, Bayesian Networks, Time Series, Value at Risk, Different-Times Correlations