Parameters measuring bank risk and their estimation
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Publication:322446
DOI10.1016/j.ejor.2015.09.057zbMath1346.62112OpenAlexW1844866145MaRDI QIDQ322446
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/78406/
Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Related Items (3)
Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators ⋮ Nonstationary Z-score measures ⋮ Does risk aversion affect bank output loss? The case of the eurozone
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