Macquarie University, Sydney Macquarie University ResearchOnline

Rachev, Svetlozar T

Statistics
Title Hits Visitors Downloads
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 199 93 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 200 235 0
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures 115 125 0
Quantifying risk in the electricity business : a RAROC-based approach 345 329 0
Spot and derivative pricing in the EEX power market 121 142 0
The Term Structure of Credit Spreads and Credit Default Swaps an Empirical Investigation 49 46 0
Repository Search URL

Rachev, Svetlozar T

Formatted Bibliography URL

Rachev, Svetlozar T

Bibliography Script

To include a live feed of this author's bibliography on a static Web page (e.g., a personal home page), add the following JavaScript include to the body of the HTML.