Estimation of operational value-at-risk in the presence of minimum collection threshold: an empirical study

Anna Chernobai, Christian Menn, Svetlozar T. Rachev, Stefan Trück

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Original languageEnglish
Title of host publicationModel risk
Subtitle of host publicationidentification, measurement and management
EditorsHarald Scheule, Daniel Rösch
Place of PublicationLondon
PublisherRisk Books
Number of pages61
ISBN (Print)9781906348250
Publication statusPublished - 2010

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