Operational risk, uncertainty, and the economy: a smooth transition extreme value approach

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Hambuckers, Julien; Kneib, Thomas

2019 • Nordic Econometrics Meeting 2019

Peer reviewed

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https://hdl.handle.net/2268/236813

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Keywords :

operational risk; smooth transition; non-stationary

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > Finance de Marché

Kneib, Thomas

Language :

English

Title :

Operational risk, uncertainty, and the economy: a smooth transition extreme value approach

Publication date :

26 May 2019

Event name :

Nordic Econometrics Meeting 2019

Event place :

Sweden

Event date :

from 23-05-2019 to 26-05-2019

Audience :

International

Peer reviewed :

Peer reviewed

Available on ORBi :

since 12 June 2019

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