A simple model for pseudo-nonstationarity in operational risk loss data due to interest rate dependency and reporting threshold
Gerrit Arit; Frank Neumann; Udo Milkau
| Year of publication: |
2013
|
|---|---|
| Authors: | Arit, Gerrit ; Neumann, Frank ; Milkau, Udo |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013/14, 4, p. 27-37
|
| Subject: | Operationelles Risiko | Operational risk | Bankrisiko | Bank risk | Risikomodell | Risk model | Zins | Interest rate | Statistische Verteilung | Statistical distribution | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010388214