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

Authors

• Hambuckers, Julien
• Kneib, Thomas

Publication Date

Jun 27, 2019

Source

ORBi

Keywords

• Operational Risk
• Smooth Transition
• Non-Stationary
• Business & Economic Sciences :: Quantitative Methods In Economics & Management
• Sciences économiques & De Gestion :: Méthodes Quantitatives En économie & Gestion

Language

English

License

Unknown

External links

• Full record on orbi.uliege.be