The Application of Extreme Value Theory in Operational Risk Management
| Author(s): | prof. PhDr. Petr Teplý Ph.D., |
|---|---|
| Type: | Articles in journals with impact factor |
| Year: | 2012 |
| Number: | 0 |
| ISSN / ISBN: | ISSN: 0013-3035 |
| Published in: | Journal of Economics, Slovakia |
| Publishing place: | Bratislava, Slovakia |
| Keywords: | |
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| Suggested Citation: | Teplý, P. (2012): The Application of Extreme Value Theory in Operational Risk Management. Ekonomický časopis/Journal of Economics, 60, No. 7, pp. 698 – 716. |
| Grants: | GACR 403/10/P278 (2010-2012) The Implications of The Global Crisis on Economic Capital Management of Financial Institutions |
| Abstract: | |
| Downloadable: |
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