Ainura Tursunalieva

Swinburne University

Lecurer

450 Burwood Rd

Hawthorn, Springvale 3122

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

259

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Synthetic Instrumental Variables

Number of pages: 58 Posted: 08 May 2019 Last Revised: 12 Oct 2021
Ratbek Dzhumashev and Ainura Tursunalieva
Monash University - Department of Economics and Swinburne University
Downloads 151 (246,782)

Abstract:

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IV, OLS, Estimator

2.

A Semi-Parametric Approach to Estimating the Operational Risk and Expected Shortfall

Number of pages: 28 Posted: 19 Sep 2013
Ainura Tursunalieva and Param Silvapulle
Swinburne University and Monash University - Department of Econometrics & Business Statistics
Downloads 108 (317,112)

Abstract:

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Heavy-tailed distribution, tail losses, Generalised Pareto Distribution, OpVaR, Confidence intervals, Expected Shortfall