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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | Operational risk quantification using extreme value theory and copulas: from theory to practice |
| Organization Unit | |
| Authors |
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| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | The Journal of Operational Risk |
| Publisher | Incisive Media Ltd. |
| Geographical Reach | international |
| ISSN | 1744-6740 |
| Volume | 4 |
| Number | 3 |
| Page Range | 1 - 24 |
| Date | 2009 |
| Other Identification Number | merlin-id:4255 |
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