Treatment of Incomplete Data in the Field of Operational Risk: The Effects on Parameter Estimates, EL and UL Figures
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| ID Code: | 21448 |
|---|---|
| Item Type: | Chapter in Book, Report or Conference volume (Chapter) |
| Measurements or Duration: | 24 pages |
| Keywords: | Back Testing, Operational Risk, Truncated Data, Value-At-Risk |
| ISBN: | 1-904339-88-3 |
| Pure ID: | 33809601 |
| Divisions: | Past > QUT Faculties & Divisions > QUT Business School Current > Schools > School of Economics & Finance |
| Copyright Owner: | Consult author(s) regarding copyright matters |
| Copyright Statement: | This work is covered by copyright. Unless the document is being made available under a Creative Commons Licence, you must assume that re-use is limited to personal use and that permission from the copyright owner must be obtained for all other uses. If the document is available under a Creative Commons License (or other specified license) then refer to the Licence for details of permitted re-use. It is a condition of access that users recognise and abide by the legal requirements associated with these rights. If you believe that this work infringes copyright please provide details by email to qut.copyright@qut.edu.au |
| Deposited On: | 17 Jun 2009 12:47 |
| Last Modified: | 03 Mar 2024 10:49 |
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