Macquarie University, Sydney Macquarie University ResearchOnline

Rachev, Svetlozar T

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Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study 80 108 0
Stable modelling of different European power markets 46 52 0
Rating based modeling of credit risk : theory and application of migration matrices 230 124 3
Basel II: Letzte Anderungen der Risikogewichtskurve im IRB-Ansatz 38 36 0
A Note on the Estimation of the Frequency and Severity Distribution of Operational Losses 69 64 0
Credit portfolio risk and probability of default confidence sets through the business cycle 223 258 0
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures 129 138 0
Quantifying risk in the electricity business : a RAROC-based approach 359 343 0
Spot and derivative pricing in the EEX power market 141 162 0
The Term Structure of Credit Spreads and Credit Default Swaps an Empirical Investigation 52 49 0
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Rachev, Svetlozar T

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