Using Loss Data to Quantify Operational Risk

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Xavier Gabaix · The Quarterly Journal of Economics · 1999 · 2.1K citations

Social Sciences, Economics, Microeconomics +5

Tobit models: A survey

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Social Sciences, Business Economics, Economics +8

How Accurate Are Value‐at‐Risk Models at Commercial Banks?

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Business, Economics, Finance +17

Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

Laurens de Haan, Liang Peng, Casper G. de Vries · Journal of Multivariate Analysis · 2001 · 459 citations

Public Health, Economics, Econometrics +15

An Academic Response to Basel II

Con Keating, Hyun Song Shin, Charles Goodhart et al. · RePEc: Research Papers in Economics · 2001 · 291 citations

Law, Economics, Regulatory Policy +14