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Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approach
Hambuckers, Julien
2018Annual conference of the International Association for Applied Econometrics (IAAE)
Peer reviewed
 

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Keywords :
operational risk; Generalized Pareto regression
Disciplines :
Quantitative methods in economics & management
Author, co-author :
Hambuckers, Julien ;  Université de Liège - ULiège > HEC Liège : UER > Finance de Marché
Language :
English
Title :
Understanding the Economic Determinants of the Severity of Operational Losses: A regularized Generalized Pareto Regression Approach
Publication date :
27 June 2018
Event name :
Annual conference of the International Association for Applied Econometrics (IAAE)
Event organizer :
International Association for Applied Econometrics and Journal of Applied econometrics
Event place :
Montreal, Canada
Event date :
from 26-06-18 to 29-06-18
Audience :
International
Peer reviewed :
Peer reviewed
Available on ORBi :
since 21 June 2019

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