Daniela Alifano

Imperial College Business School

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

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Scholarly Papers (1)

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The Determinants of Operational Risk Losses

Number of pages: 42 Posted: 25 Jun 2019 Last Revised: 25 Aug 2019
Daniela Alifano, Valentina Corradi and Walter Distaso
Imperial College Business School, University of Surrey - School of Economics and Imperial College Business School
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Abstract:

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operational risk, panel data, incidental parameters, jackknife, censoring