Work

Double correlation model for operational risk: Evidence from Chinese commercial banks

Year: 2018

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2018.10.031

Authors: Chi Xu, Chunling Zheng, Donghua Wang, Jingru Ji, Nuan Wang

Institutions: East China University of Science and Technology, Jingdezhen University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 动态非线性相依下的银行多重操作风险集成度量方法与实证研究, 基于Hawkes过程与计算实验的股票市场极值风险传播的研究

OpenAlex ID: W2898057012

FWCI: 2.415

Cites: 49

Cited by: 15

Related to: 10