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 59 87 0
Stable modelling of different European power markets 42 48 0
Rating based modeling of credit risk : theory and application of migration matrices 200 94 3
Basel II: Letzte Anderungen der Risikogewichtskurve im IRB-Ansatz 34 32 0
A Note on the Estimation of the Frequency and Severity Distribution of Operational Losses 66 61 0
Credit portfolio risk and probability of default confidence sets through the business cycle 201 236 0
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures 116 126 0
Quantifying risk in the electricity business : a RAROC-based approach 346 330 0
Spot and derivative pricing in the EEX power market 124 145 0
The Term Structure of Credit Spreads and Credit Default Swaps an Empirical Investigation 49 46 0
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Rachev, Svetlozar T

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