New York, NY 10122
in Total Papers Downloads
in Total Papers Citations
Risk Management, Operational Risk, Basel
Financial Institutions, Operational Risk, Data Management, Reference Data, Basel, Risk Management
American Telecommunication Services Sector, Bankruptcy, Credit Risk, WorldCom
Risk Management, Value-at-Risk (VaR), Expected Shortfall (ES), Fat-Tails, Stable Paretian distribution, Extreme Value Theory (EVT)
India, China, ICT
Dynamic macroeconomic model, US Telecom industry, Teledensity
Research & Development (R&D), telecommunications industry
foreign exchange rates, equity markets, oil, interest rates, inflation, vector autoregression
Asset pricing, firm size, market capitalization, Markov processes, birth-death processes
Heavy-Tails, Stable Paretian, Drawdown, Value at Risk, Expected Shortfall, Global Markets
Global equity markets, Foreign exchange, Time varying
Global equity markets, Foreign exchange, Minimum Spanning Tree, Clusters, VIX
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.375 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you