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Introduction: Special section on operational risk
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Introduction: Special section on operational risk (2006)Introduction: Special section on operatio…Solvency: Models, Assessment and Regulation (2009)Solvency: Models, Assessment …The market value impact of operational loss events for US banks and insurers (2006)The market value impact of op…Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantitative Risk Management:…Quantitative models for operational risk: Extremes, dependence and aggregation (2006)Quantitative models for opera…Quantification of operational losses using firm-specific information and external database (2006)Quantification of operational…Infinite-mean models and the LDA for operational risk (2006)Infinite-mean models and the …Capital and Risk: New Evidence on Implications of Large Operational Losses (2006)Capital and Risk: New Evidenc…Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements (2005)Measuring Reputational Risk: …Implications of Alternative Operational Risk Modeling Techniques (2005)Implications of Alternative O…The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee (2004)The Modelling of Operational …A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks* (2004)A General Approach to Integra…Risk Management: Value at Risk and Beyond (2003)Risk Management: Value at Ris…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…Doubling: Nick Leeson's trading strategy (2001)Doubling: Nick Leeson's tradi…Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises (2000)Japan Premium and Stock Price…Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Why do NASDAQ Market Makers A…An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Extreme Correlation of International Equity Markets (2001)The distribution of realized stock return volatility (2001)Conditional value-at-risk for general loss distributions (2002)The Econometrics of Financial Markets (2012)Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Inference for Clusters of Extreme Values (2003)Model uncertainty and VaR aggregation (2013)An Academic Response to Basel 3.5 (2014)A Non-cooperative Equilibrium for Supergames (1971)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Market microstructure: A survey (2000)Do liquidity measures measure liquidity?☆ (2009)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)An Introduction to Statistical Modeling of Extreme Values (2001)Characterization of dependence of multidimensional Lévy processes using Lévy copulas (2006)What do we know about cyber risk and cyber risk insurance? (2016)Using daily stock returns (1985)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Event Studies in Economics and Finance (1997)The Determinants of Operational Risk in U.S. Financial Institutions (2011)Home-region orientation in international expansion strategies (2013)The impact of corporate reputation and reputation damaging events on financial performance: Empirical evidence from the literature (2015)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Risk Assessment for Banking Systems (2006)Limited-Dependent and Qualitative Variables in Econometrics (1983)Zipf's Law for Cities: An Explanation (1999)Cyclicality in catastrophic and operational risk measurements (2006)Business complexity and risk management: Evidence from operational risk events in U.S. bank holding companies (2020)Basel Committee On Banking Supervision (2010)A critical review on supply chain risk – Definition, measure and modeling (2014)Multivariate Archimax copulas (2014)Modelling Dependence with Copulas and Applications to Risk Management (2003)Networks of equities in financial markets (2004)A review of copula models for economic time series (2012)The limits of diversification when losses may be large (2007)Nondiversification Traps in Catastrophe Insurance Markets (2008)Tail risk of contagious diseases (2020)
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References

  • 2006Quantitative Risk Management: Concepts, Techniques, and Tools2,014 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?746 cited
  • 2003Risk Management: Value at Risk and Beyond356 cited
  • 2004A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks*351 cited
  • 2006Quantitative models for operational risk: Extremes, dependence and aggregation265 cited
  • 2004The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee251 cited
  • 2006The market value impact of operational loss events for US banks and insurers247 cited
  • 2006Infinite-mean models and the LDA for operational risk195 cited
  • 2006Capital and Risk: New Evidence on Implications of Large Operational Losses134 cited
  • 2005Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements120 cited
  • 2005Implications of Alternative Operational Risk Modeling Techniques76 cited
  • 2009Solvency: Models, Assessment and Regulation51 cited
  • 2000Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises43 cited
  • 2001Doubling: Nick Leeson's trading strategy

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41 cited
  • 2006Quantification of operational losses using firm-specific information and external database38 cited
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