Xian Chen

University of Oregon

1280 University of Oregon

Eugene, OR 97403

United States

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Modeling Operational Risk Depending on Covariates: An Empirical Investigation

Journal of Operational Risk, Vol. 13, No. 3, 2018
Number of pages: 30 Posted: 19 Sep 2018
Paul Embrechts, Kamil Mizgier and Xian Chen
Swiss Federal Institute of Technology Zurich, ETH Z├╝rich - Department of Management, Technology, and Economics (D-MTEC) and University of Oregon
Downloads 0 (692,841)
Citation 1
  • Add to Cart

Abstract:

Loading...

operational risk, dynamic extreme value theory (EVT), generalized additive models, covariates, internal control weaknesses.